BNP Paribas Call 105 PHM 21.06.2024
/ DE000PC3XPJ3
BNP Paribas Call 105 PHM 21.06.20.../ DE000PC3XPJ3 /
| 2024-06-11 9:50:31 PM |
Chg.-0.200 |
Bid9:56:06 PM |
Ask9:56:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-24.69% |
0.620
Bid Size: 4,839 |
0.640
Ask Size: 4,688 |
PulteGroup Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC3XPJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
0.78 |
| Time value: |
0.07 |
| Break-even: |
106.05 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.86 |
| Theta: |
-0.10 |
| Omega: |
10.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.610 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.69% |
| 1 Month |
|
|
-53.44% |
| 3 Months |
|
|
-42.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.700 |
| 1M High / 1M Low: |
1.660 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
