BNP Paribas Call 130 LEN 17.01.2025
/ DE000PC47Q71
BNP Paribas Call 130 LEN 17.01.20.../ DE000PC47Q71 /
| 2024-06-19 9:07:43 AM |
Chg.- |
Bid8:25:16 AM |
Ask8:25:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
- |
2.53
Bid Size: 4,750 |
2.62
Ask Size: 4,750 |
Lennar Corp |
130.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47Q7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
1.74 |
| Time value: |
0.92 |
| Break-even: |
147.66 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
3.93 |
| Rho: |
0.45 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
3.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.40% |
| 1 Month |
|
|
-35.05% |
| 3 Months |
|
|
-29.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.23 |
2.65 |
| 1M High / 1M Low: |
4.08 |
2.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
