BNP Paribas Call 115 PHM 20.12.2024
/ DE000PC3XPW6
BNP Paribas Call 115 PHM 20.12.20.../ DE000PC3XPW6 /
| 11/06/2024 21:50:43 |
Chg.-0.120 |
Bid21:59:19 |
Ask21:59:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-10.91% |
0.980
Bid Size: 3,200 |
1.000
Ask Size: 3,200 |
PulteGroup Inc |
115.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC3XPW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.15 |
| Time value: |
1.13 |
| Break-even: |
118.14 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
5.23 |
| Rho: |
0.25 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
0.970 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-31.94% |
| 3 Months |
|
|
-17.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.020 |
| 1M High / 1M Low: |
1.690 |
1.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
