BNP Paribas Call 140 LEN 17.01.2025
/ DE000PC47Q89
BNP Paribas Call 140 LEN 17.01.20.../ DE000PC47Q89 /
| 9/26/2024 9:50:42 PM |
Chg.+0.010 |
Bid9/26/2024 |
Ask9/26/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.130EUR |
+0.24% |
4.130
Bid Size: 4,333 |
4.190
Ask Size: 4,333 |
Lennar Corp |
140.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC47Q8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
3.76 |
| Time value: |
0.34 |
| Break-even: |
166.79 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.49% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
3.58 |
| Rho: |
0.33 |
Quote data
| Open: |
4.130 |
| High: |
4.210 |
| Low: |
4.060 |
| Previous Close: |
4.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.07% |
| 1 Month |
|
|
-5.28% |
| 3 Months |
|
|
+112.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.980 |
4.060 |
| 1M High / 1M Low: |
4.980 |
3.890 |
| 6M High / 6M Low: |
4.980 |
1.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.191 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.28% |
| Volatility 6M: |
|
126.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
