BNP Paribas Call 160 LEN 20.09.2024
/ DE000PC47QZ3
BNP Paribas Call 160 LEN 20.09.20.../ DE000PC47QZ3 /
8/28/2024 7:50:33 PM |
Chg.-0.080 |
Bid8:02:09 PM |
Ask8:02:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
-3.76% |
2.010 Bid Size: 13,800 |
2.030 Ask Size: 13,800 |
Lennar Corp |
160.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
PC47QZ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/16/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.04 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.27 |
Parity: |
2.00 |
Time value: |
0.18 |
Break-even: |
164.95 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
0.93% |
Delta: |
0.87 |
Theta: |
-0.11 |
Omega: |
6.49 |
Rho: |
0.08 |
Quote data
Open: |
2.160 |
High: |
2.190 |
Low: |
2.000 |
Previous Close: |
2.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.89% |
1 Month |
|
|
+1.49% |
3 Months |
|
|
+120.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.390 |
1.900 |
1M High / 1M Low: |
2.390 |
1.270 |
6M High / 6M Low: |
2.390 |
0.240 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.742 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.303 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.57% |
Volatility 6M: |
|
281.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |