BNP Paribas Call 180 LEN 20.09.2024
/ DE000PC47Q14
BNP Paribas Call 180 LEN 20.09.20.../ DE000PC47Q14 /
| 26/07/2024 09:02:36 |
Chg.+0.100 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+19.61% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
180.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC47Q1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
-0.80 |
| Time value: |
0.62 |
| Break-even: |
172.08 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.41 |
| Theta: |
-0.09 |
| Omega: |
10.40 |
| Rho: |
0.09 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
+510.00% |
| 3 Months |
|
|
+38.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.510 |
| 1M High / 1M Low: |
0.600 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,017.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
