BNP Paribas Call 200 LEN 21.03.2025
/ DE000PG4VXN7
BNP Paribas Call 200 LEN 21.03.20.../ DE000PG4VXN7 /
| 04/10/2024 21:50:43 |
Chg.-0.210 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-18.58% |
0.940
Bid Size: 6,700 |
0.950
Ask Size: 6,700 |
Lennar Corp |
200.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
PG4VXN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-1.19 |
| Time value: |
1.17 |
| Break-even: |
192.94 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.45 |
| Theta: |
-0.05 |
| Omega: |
6.58 |
| Rho: |
0.30 |
Quote data
| Open: |
1.140 |
| High: |
1.220 |
| Low: |
0.870 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.69% |
| 1 Month |
|
|
-16.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.130 |
| 1M High / 1M Low: |
1.580 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
