BNP Paribas Call 105 PHM 17.01.2025
/ DE000PC3XP26
BNP Paribas Call 105 PHM 17.01.20.../ DE000PC3XP26 /
| 2024-06-12 5:05:27 PM |
Chg.+0.410 |
Bid5:08:14 PM |
Ask5:08:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+26.45% |
1.950
Bid Size: 7,000 |
1.970
Ask Size: 7,000 |
PulteGroup Inc |
105.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC3XP2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.55 |
| Time value: |
1.03 |
| Break-even: |
113.57 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.28% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
4.31 |
| Rho: |
0.31 |
Quote data
| Open: |
1.560 |
| High: |
2.000 |
| Low: |
1.560 |
| Previous Close: |
1.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.10% |
| 1 Month |
|
|
-6.22% |
| 3 Months |
|
|
+5.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.830 |
1.550 |
| 1M High / 1M Low: |
2.380 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
