BNP Paribas Call 170 LEN 17.01.2025
/ DE000PC47RB2
BNP Paribas Call 170 LEN 17.01.20.../ DE000PC47RB2 /
| 11/10/2024 15:35:56 |
Chg.-0.19 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-9.74% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.75 |
| Time value: |
0.93 |
| Break-even: |
172.26 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
6.32 |
| Rho: |
0.24 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.81% |
| 1 Month |
|
|
-18.14% |
| 3 Months |
|
|
+87.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.76 |
| 1M High / 1M Low: |
2.67 |
1.76 |
| 6M High / 6M Low: |
2.67 |
0.46 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.02% |
| Volatility 6M: |
|
187.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
