BNP Paribas Call 130 PHM 20.12.2024
/ DE000PC3XPY2
BNP Paribas Call 130 PHM 20.12.20.../ DE000PC3XPY2 /
| 11/06/2024 21:50:29 |
Chg.-0.080 |
Bid21:54:54 |
Ask21:54:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-14.29% |
0.480
Bid Size: 6,250 |
0.500
Ask Size: 6,000 |
PulteGroup Inc |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC3XPY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-1.54 |
| Time value: |
0.58 |
| Break-even: |
126.58 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
6.65 |
| Rho: |
0.17 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.480 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-28.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.510 |
| 1M High / 1M Low: |
0.980 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
