BNP Paribas Call 170 LEN 17.01.2025
/ DE000PC47RB2
BNP Paribas Call 170 LEN 17.01.20.../ DE000PC47RB2 /
| 09/09/2024 11:21:01 |
Chg.+0.030 |
Bid11:43:42 |
Ask11:43:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+1.42% |
2.140
Bid Size: 8,100 |
2.260
Ask Size: 8,100 |
Lennar Corp |
170.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC47RB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
0.85 |
| Time value: |
1.27 |
| Break-even: |
174.54 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
4.98 |
| Rho: |
0.30 |
Quote data
| Open: |
2.100 |
| High: |
2.140 |
| Low: |
2.100 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.73% |
| 1 Month |
|
|
+27.38% |
| 3 Months |
|
|
+92.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.950 |
| 1M High / 1M Low: |
2.400 |
1.550 |
| 6M High / 6M Low: |
2.400 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.951 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.07% |
| Volatility 6M: |
|
195.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
