BNP Paribas Call 200 LEN 20.12.2024
/ DE000PC6NY57
BNP Paribas Call 200 LEN 20.12.20.../ DE000PC6NY57 /
| 04/10/2024 13:35:29 |
Chg.+0.020 |
Bid21:21:31 |
Ask21:21:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+3.13% |
0.460
Bid Size: 14,400 |
0.480
Ask Size: 14,400 |
Lennar Corp |
200.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC6NY5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.19 |
| Time value: |
0.68 |
| Break-even: |
188.04 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.39 |
| Theta: |
-0.07 |
| Omega: |
9.59 |
| Rho: |
0.12 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
+6.45% |
| 3 Months |
|
|
+1304.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.510 |
| 1M High / 1M Low: |
0.960 |
0.510 |
| 6M High / 6M Low: |
0.960 |
0.047 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.498 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.83% |
| Volatility 6M: |
|
342.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
