BNP Paribas Call 200 LEN 17.01.2025
/ DE000PC47RD8
BNP Paribas Call 200 LEN 17.01.20.../ DE000PC47RD8 /
28/08/2024 09:04:57 |
Chg.-0.050 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.890EUR |
-5.32% |
- Bid Size: - |
- Ask Size: - |
Lennar Corp |
200.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
PC47RD |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
16/02/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-1.58 |
Time value: |
0.91 |
Break-even: |
188.04 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.02 |
Spread %: |
2.25% |
Delta: |
0.40 |
Theta: |
-0.05 |
Omega: |
7.21 |
Rho: |
0.22 |
Quote data
Open: |
0.890 |
High: |
0.890 |
Low: |
0.890 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+39.06% |
1 Month |
|
|
+18.67% |
3 Months |
|
|
+102.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.000 |
0.640 |
1M High / 1M Low: |
1.080 |
0.580 |
6M High / 6M Low: |
1.080 |
0.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.779 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.606 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.20% |
Volatility 6M: |
|
284.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |