BNP Paribas Call 160 LEN 20.09.2024
/ DE000PC47QZ3
BNP Paribas Call 160 LEN 20.09.20.../ DE000PC47QZ3 /
| 2024-08-02 9:50:23 PM |
Chg.-0.050 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
-2.67% |
1.810
Bid Size: 8,100 |
1.830
Ask Size: 8,100 |
Lennar Corp |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC47QZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
1.33 |
| Time value: |
0.50 |
| Break-even: |
164.94 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
6.48 |
| Rho: |
0.13 |
Quote data
| Open: |
1.840 |
| High: |
1.910 |
| Low: |
1.470 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.90% |
| 1 Month |
|
|
+628.00% |
| 3 Months |
|
|
+43.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
1.820 |
| 1M High / 1M Low: |
2.280 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
484.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
