BNP Paribas Call 170 LEN 20.12.2024
/ DE000PC47Q55
BNP Paribas Call 170 LEN 20.12.20.../ DE000PC47Q55 /
| 26/07/2024 09:02:36 |
Chg.+0.16 |
Bid15:28:24 |
Ask15:28:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+10.88% |
1.71
Bid Size: 1,875 |
1.79
Ask Size: 1,875 |
Lennar Corp |
170.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC47Q5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.12 |
| Time value: |
1.50 |
| Break-even: |
172.86 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.25% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
5.68 |
| Rho: |
0.31 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.95% |
| 1 Month |
|
|
+185.96% |
| 3 Months |
|
|
+44.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.47 |
| 1M High / 1M Low: |
1.62 |
0.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
