BNP Paribas Call 160 LEN 20.12.2024
/ DE000PC47Q48
BNP Paribas Call 160 LEN 20.12.20.../ DE000PC47Q48 /
| 30/08/2024 09:06:44 |
Chg.-0.18 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-6.79% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
2.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
2.00 |
| Time value: |
0.67 |
| Break-even: |
171.53 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.78 |
| Theta: |
-0.06 |
| Omega: |
4.79 |
| Rho: |
0.31 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.40% |
| 1 Month |
|
|
-11.47% |
| 3 Months |
|
|
+61.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.47 |
| 1M High / 1M Low: |
2.87 |
1.90 |
| 6M High / 6M Low: |
2.87 |
0.60 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.87% |
| Volatility 6M: |
|
184.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
