BNP Paribas Call 170 LEN 20.06.2025
/ DE000PG3QY58
BNP Paribas Call 170 LEN 20.06.20.../ DE000PG3QY58 /
| 2024-10-11 9:50:41 PM |
Chg.0.000 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
0.00% |
2.410
Bid Size: 5,900 |
2.420
Ask Size: 5,900 |
Lennar Corp |
170.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PG3QY5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.75 |
| Time value: |
1.67 |
| Break-even: |
179.66 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
4.37 |
| Rho: |
0.56 |
Quote data
| Open: |
2.410 |
| High: |
2.530 |
| Low: |
2.360 |
| Previous Close: |
2.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.61% |
| 1 Month |
|
|
-14.69% |
| 3 Months |
|
|
+40.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.440 |
| 1M High / 1M Low: |
3.480 |
2.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.891 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
