BNP Paribas Call 170 LEN 20.09.2024
/ DE000PC47Q06
BNP Paribas Call 170 LEN 20.09.20.../ DE000PC47Q06 /
| 26/07/2024 09:02:36 |
Chg.+0.15 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
+17.24% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
170.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC47Q0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.62 |
| Time value: |
0.71 |
| Break-even: |
169.90 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
0.65 |
| Theta: |
-0.09 |
| Omega: |
7.90 |
| Rho: |
0.14 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
0.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.15% |
| 1 Month |
|
|
+363.64% |
| 3 Months |
|
|
+45.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.87 |
| 1M High / 1M Low: |
1.02 |
0.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
716.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
