BNP Paribas Call 180 LEN 20.12.2024
/ DE000PC47Q63
BNP Paribas Call 180 LEN 20.12.20.../ DE000PC47Q63 /
| 18/09/2024 09:07:28 |
Chg.+0.13 |
Bid15:41:07 |
Ask15:41:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+7.43% |
1.80
Bid Size: 8,200 |
1.82
Ask Size: 8,200 |
Lennar Corp |
180.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC47Q6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
0.84 |
| Time value: |
1.06 |
| Break-even: |
180.84 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
5.85 |
| Rho: |
0.23 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.23% |
| 1 Month |
|
|
+86.14% |
| 3 Months |
|
|
+208.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.35 |
| 1M High / 1M Low: |
1.75 |
1.01 |
| 6M High / 6M Low: |
1.75 |
0.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.65% |
| Volatility 6M: |
|
237.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
