BNP Paribas Call 140 LEN 20.09.2024
/ DE000PC47QX8
BNP Paribas Call 140 LEN 20.09.20.../ DE000PC47QX8 /
| 2024-06-19 9:50:39 PM |
Chg.-0.060 |
Bid2024-06-19 |
Ask2024-06-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-4.23% |
1.360
Bid Size: 2,206 |
-
Ask Size: - |
Lennar Corp |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC47QX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.81 |
| Time value: |
0.64 |
| Break-even: |
144.87 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
6.58 |
| Rho: |
0.21 |
Quote data
| Open: |
1.480 |
| High: |
1.480 |
| Low: |
1.340 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.96% |
| 1 Month |
|
|
-52.78% |
| 3 Months |
|
|
-47.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.420 |
| 1M High / 1M Low: |
2.740 |
1.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
