BNP Paribas Call 130 LEN 20.12.2024
/ DE000PC5DCN0
BNP Paribas Call 130 LEN 20.12.20.../ DE000PC5DCN0 /
| 20/09/2024 21:50:35 |
Chg.-0.920 |
Bid21:59:51 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.800EUR |
-16.08% |
4.830
Bid Size: 6,200 |
-
Ask Size: - |
Lennar Corp |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC5DCN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.68 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.27 |
| Parity: |
4.68 |
| Time value: |
0.67 |
| Break-even: |
169.95 |
| Moneyness: |
1.40 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.51 |
| Spread %: |
10.54% |
| Delta: |
0.86 |
| Theta: |
-0.09 |
| Omega: |
2.61 |
| Rho: |
0.21 |
Quote data
| Open: |
5.360 |
| High: |
5.360 |
| Low: |
4.800 |
| Previous Close: |
5.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
+2.78% |
| 3 Months |
|
|
+79.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.720 |
4.800 |
| 1M High / 1M Low: |
5.720 |
4.530 |
| 6M High / 6M Low: |
5.720 |
1.970 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.762 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.91% |
| Volatility 6M: |
|
113.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
