BNP Paribas Call 170 LEN 17.01.2025
/ DE000PC47RB2
BNP Paribas Call 170 LEN 17.01.20.../ DE000PC47RB2 /
| 11/15/2024 3:35:25 PM |
Chg.-0.010 |
Bid3:39:36 PM |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-0.99% |
1.000
Bid Size: 3,000 |
-
Ask Size: - |
Lennar Corp |
170.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC47RB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-0.02 |
| Time value: |
1.05 |
| Break-even: |
171.95 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
0.54 |
| Theta: |
-0.09 |
| Omega: |
8.32 |
| Rho: |
0.13 |
Quote data
| Open: |
0.980 |
| High: |
1.000 |
| Low: |
0.950 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.79% |
| 1 Month |
|
|
-53.27% |
| 3 Months |
|
|
-37.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.840 |
| 1M High / 1M Low: |
2.400 |
0.840 |
| 6M High / 6M Low: |
2.780 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.86% |
| Volatility 6M: |
|
206.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
