BNP Paribas Call 170 LEN 20.12.2024
/ DE000PC47Q55
BNP Paribas Call 170 LEN 20.12.20.../ DE000PC47Q55 /
| 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: |
|
- |
