BNP Paribas Call 150 LEN 17.01.2025
/ DE000PC47Q97
BNP Paribas Call 150 LEN 17.01.20.../ DE000PC47Q97 /
| 2024-05-24 9:50:37 PM |
Chg.+0.070 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
+3.48% |
2.090
Bid Size: 2,300 |
2.110
Ask Size: 2,300 |
Lennar Corp |
150.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47Q9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.59 |
| Time value: |
1.52 |
| Break-even: |
159.39 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.96% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
4.41 |
| Rho: |
0.47 |
Quote data
| Open: |
2.000 |
| High: |
2.120 |
| Low: |
1.990 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.64% |
| 1 Month |
|
|
-5.45% |
| 3 Months |
|
|
-10.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
2.010 |
| 1M High / 1M Low: |
3.080 |
2.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
