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: |
|
- |