BNP Paribas Call 150 LEN 17.01.2025
/ DE000PC47Q97
BNP Paribas Call 150 LEN 17.01.20.../ DE000PC47Q97 /
9/25/2024 9:09:38 AM |
Chg.-0.38 |
Bid9:47:44 PM |
Ask9:47:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.35EUR |
-10.19% |
3.33 Bid Size: 6,900 |
3.35 Ask Size: 6,900 |
Lennar Corp |
150.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PC47Q9 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
4.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.27 |
Intrinsic value: |
3.06 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
3.06 |
Time value: |
0.45 |
Break-even: |
169.14 |
Moneyness: |
1.23 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.57% |
Delta: |
0.86 |
Theta: |
-0.05 |
Omega: |
4.01 |
Rho: |
0.33 |
Quote data
Open: |
3.35 |
High: |
3.35 |
Low: |
3.35 |
Previous Close: |
3.73 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.49% |
1 Month |
|
|
+1.82% |
3 Months |
|
|
+112.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.07 |
3.34 |
1M High / 1M Low: |
4.07 |
3.14 |
6M High / 6M Low: |
4.07 |
1.07 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.53 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.03% |
Volatility 6M: |
|
142.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |