BNP Paribas Call 130 LEN 20.09.2024
/ DE000PC5DCM2
BNP Paribas Call 130 LEN 20.09.20.../ DE000PC5DCM2 /
| 21/06/2024 21:50:33 |
Chg.+0.110 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.320EUR |
+4.98% |
2.360
Bid Size: 8,100 |
2.380
Ask Size: 8,100 |
Lennar Corp |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC5DCM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
2.02 |
| Time value: |
0.36 |
| Break-even: |
145.38 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
4.96 |
| Rho: |
0.23 |
Quote data
| Open: |
2.170 |
| High: |
2.320 |
| Low: |
2.110 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.02% |
| 1 Month |
|
|
-17.44% |
| 3 Months |
|
|
-40.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.850 |
2.030 |
| 1M High / 1M Low: |
3.150 |
2.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
