BNP Paribas Call 130 LEN 17.01.2025
/ DE000PC47Q71
BNP Paribas Call 130 LEN 17.01.20.../ DE000PC47Q71 /
| 17/06/2024 09:08:30 |
Chg.+0.05 |
Bid13:07:51 |
Ask13:07:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
+1.57% |
3.26
Bid Size: 3,100 |
-
Ask Size: - |
Lennar Corp |
130.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC47Q7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
2.35 |
| Time value: |
0.59 |
| Break-even: |
150.87 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.28 |
| Spread %: |
-8.70% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
4.10 |
| Rho: |
0.53 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
3.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.19% |
| 1 Month |
|
|
-18.64% |
| 3 Months |
|
|
+0.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.21 |
3.00 |
| 1M High / 1M Low: |
4.08 |
3.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
