BNP Paribas Call 200 LEN 17.01.2025
/ DE000PC47RD8
BNP Paribas Call 200 LEN 17.01.20.../ DE000PC47RD8 /
| 09/09/2024 09:07:08 |
Chg.+0.130 |
Bid10:05:18 |
Ask10:05:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+17.57% |
0.870
Bid Size: 8,000 |
0.990
Ask Size: 8,000 |
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: |
18.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-1.86 |
| Time value: |
0.89 |
| Break-even: |
189.30 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
0.38 |
| Theta: |
-0.06 |
| Omega: |
6.97 |
| Rho: |
0.19 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.14% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
+93.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.740 |
| 1M High / 1M Low: |
1.000 |
0.580 |
| 6M High / 6M Low: |
1.080 |
0.090 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.43% |
| Volatility 6M: |
|
283.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
