BNP Paribas Call 140 LEN 20.12.2024
/ DE000PC47Q22
BNP Paribas Call 140 LEN 20.12.20.../ DE000PC47Q22 /
| 6/20/2024 6:35:21 PM |
Chg.+0.060 |
Bid6:39:47 PM |
Ask6:39:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+3.37% |
1.860
Bid Size: 16,400 |
1.880
Ask Size: 16,400 |
Lennar Corp |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PC47Q2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.81 |
| Time value: |
1.02 |
| Break-even: |
148.57 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
3.39% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
5.10 |
| Rho: |
0.38 |
Quote data
| Open: |
1.790 |
| High: |
1.950 |
| Low: |
1.790 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.90% |
| 1 Month |
|
|
-41.21% |
| 3 Months |
|
|
-43.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
1.780 |
| 1M High / 1M Low: |
3.130 |
1.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
