BNP Paribas Call 140 LEN 17.01.2025
/ DE000PC47Q89
BNP Paribas Call 140 LEN 17.01.20.../ DE000PC47Q89 /
2024-09-24 9:06:47 AM |
Chg.+0.41 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.53EUR |
+9.95% |
- Bid Size: - |
- Ask Size: - |
Lennar Corp |
140.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
PC47Q8 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-02-16 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.28 |
Intrinsic value: |
4.12 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
4.12 |
Time value: |
0.29 |
Break-even: |
170.10 |
Moneyness: |
1.33 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
-0.04 |
Spread %: |
-0.90% |
Delta: |
0.92 |
Theta: |
-0.04 |
Omega: |
3.48 |
Rho: |
0.35 |
Quote data
Open: |
4.53 |
High: |
4.53 |
Low: |
4.53 |
Previous Close: |
4.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.41% |
1 Month |
|
|
+12.69% |
3 Months |
|
|
+113.68% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.85 |
4.12 |
1M High / 1M Low: |
4.85 |
3.86 |
6M High / 6M Low: |
4.85 |
1.52 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.17 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.90% |
Volatility 6M: |
|
122.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |