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: |
|
- |
