BNP Paribas Call 160 LEN 20.12.20.../  DE000PC47Q48  /

Frankfurt Zert./BNP
2024-07-04  8:50:29 PM Chg.+0.020 Bid2024-07-04 Ask2024-07-04 Underlying Strike price Expiration date Option type
0.630EUR +3.28% 0.630
Bid Size: 4,762
0.690
Ask Size: 4,348
Lennar Corp 160.00 USD 2024-12-20 Call
 

Master data

WKN: PC47Q4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-12-20
Issue date: 2024-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.02
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -1.55
Time value: 0.78
Break-even: 156.07
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.42
Spread abs.: 0.16
Spread %: 25.81%
Delta: 0.39
Theta: -0.04
Omega: 6.71
Rho: 0.21
 

Quote data

Open: 0.610
High: 0.650
Low: 0.610
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -29.21%
1 Month
  -58.28%
3 Months
  -71.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.610
1M High / 1M Low: 1.580 0.610
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   1.112
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -