BNP Paribas Call 220 LEN 20.06.2025
/ DE000PG5HV19
BNP Paribas Call 220 LEN 20.06.20.../ DE000PG5HV19 /
11/10/2024 21:50:33 |
Chg.-0.010 |
Bid21:57:30 |
Ask21:57:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-1.52% |
0.640 Bid Size: 6,300 |
0.650 Ask Size: 6,300 |
Lennar Corp |
220.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
PG5HV1 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
02/08/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-3.82 |
Time value: |
0.65 |
Break-even: |
207.69 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
1.56% |
Delta: |
0.28 |
Theta: |
-0.03 |
Omega: |
7.00 |
Rho: |
0.27 |
Quote data
Open: |
0.650 |
High: |
0.700 |
Low: |
0.630 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.72% |
1 Month |
|
|
-35.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.650 |
1M High / 1M Low: |
1.330 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.722 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.945 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |