BNP Paribas Call 180 LEN 17.01.20.../  DE000PC47RC0  /

EUWAX
7/5/2024  9:05:15 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.310EUR +6.90% -
Bid Size: -
-
Ask Size: -
Lennar Corp 180.00 USD 1/17/2025 Call
 

Master data

WKN: PC47RC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.12
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -3.45
Time value: 0.32
Break-even: 169.26
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.60
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.21
Theta: -0.02
Omega: 8.56
Rho: 0.13
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.04%
1 Month
  -65.56%
3 Months
  -78.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.290
1M High / 1M Low: 0.900 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -