BNP Paribas Call 160 LEN 20.12.2024
/ DE000PC47Q48
BNP Paribas Call 160 LEN 20.12.20.../ DE000PC47Q48 /
| 08/11/2024 09:30:46 |
Chg.+0.10 |
Bid20:05:17 |
Ask20:05:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.47EUR |
+7.30% |
1.63
Bid Size: 14,200 |
1.65
Ask Size: 14,200 |
Lennar Corp |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC47Q4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
1.06 |
| Time value: |
0.50 |
| Break-even: |
163.81 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
1.30% |
| Delta: |
0.71 |
| Theta: |
-0.10 |
| Omega: |
7.27 |
| Rho: |
0.11 |
Quote data
| Open: |
1.47 |
| High: |
1.47 |
| Low: |
1.47 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.16% |
| 1 Month |
|
|
-39.51% |
| 3 Months |
|
|
-23.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
1.37 |
| 1M High / 1M Low: |
3.01 |
1.37 |
| 6M High / 6M Low: |
3.18 |
0.60 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.97% |
| Volatility 6M: |
|
203.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
