BNP Paribas Call 130 LEN 20.09.2024
/ DE000PC5DCM2
BNP Paribas Call 130 LEN 20.09.20.../ DE000PC5DCM2 /
| 21/06/2024 09:20:53 |
Chg.-0.020 |
Bid09:35:57 |
Ask09:35:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
-0.90% |
2.180
Bid Size: 4,200 |
2.270
Ask Size: 4,200 |
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: |
6.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
1.74 |
| Time value: |
0.34 |
| Break-even: |
141.76 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
2.97% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
5.51 |
| Rho: |
0.24 |
Quote data
| Open: |
2.170 |
| High: |
2.190 |
| Low: |
2.170 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.78% |
| 1 Month |
|
|
-35.96% |
| 3 Months |
|
|
-42.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.850 |
2.030 |
| 1M High / 1M Low: |
3.420 |
2.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
