BNP Paribas Call 170 LEN 20.12.20.../  DE000PC47Q55  /

EUWAX
8/30/2024  9:06:44 AM Chg.-0.17 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.86EUR -8.37% -
Bid Size: -
-
Ask Size: -
Lennar Corp 170.00 USD 12/20/2024 Call
 

Master data

WKN: PC47Q5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 12/20/2024
Issue date: 2/16/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.12
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.09
Implied volatility: 0.38
Historic volatility: 0.27
Parity: 1.09
Time value: 0.94
Break-even: 174.18
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 1.00%
Delta: 0.69
Theta: -0.06
Omega: 5.58
Rho: 0.28
 

Quote data

Open: 1.86
High: 1.86
Low: 1.86
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month
  -15.07%
3 Months  
+66.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.22 1.86
1M High / 1M Low: 2.22 1.40
6M High / 6M Low: 2.22 0.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.35
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.24%
Volatility 6M:   211.75%
Volatility 1Y:   -
Volatility 3Y:   -