BNP Paribas Call 130 LEN 20.12.2024
/ DE000PC5DCN0
BNP Paribas Call 130 LEN 20.12.20.../ DE000PC5DCN0 /
| 2024-05-24 9:50:34 PM |
Chg.+0.110 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.180EUR |
+3.58% |
3.200
Bid Size: 3,300 |
3.220
Ask Size: 3,300 |
Lennar Corp |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5DCN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
2.43 |
| Time value: |
0.79 |
| Break-even: |
152.05 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
3.60 |
| Rho: |
0.48 |
Quote data
| Open: |
3.070 |
| High: |
3.220 |
| Low: |
3.070 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.70% |
| 1 Month |
|
|
-2.45% |
| 3 Months |
|
|
-5.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.830 |
3.070 |
| 1M High / 1M Low: |
4.360 |
3.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
