BNP Paribas Call 160 LEN 20.12.2024
/ DE000PC47Q48
BNP Paribas Call 160 LEN 20.12.20.../ DE000PC47Q48 /
| 2024-07-26 9:02:36 AM |
Chg.+0.19 |
Bid9:18:39 PM |
Ask9:18:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
+9.64% |
2.48
Bid Size: 16,400 |
2.50
Ask Size: 16,400 |
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: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
1.04 |
| Time value: |
1.10 |
| Break-even: |
168.85 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
5.01 |
| Rho: |
0.35 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.93% |
| 1 Month |
|
|
+145.45% |
| 3 Months |
|
|
+43.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.97 |
| 1M High / 1M Low: |
2.16 |
0.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
