BNP Paribas Call 150 LEN 20.06.2025
/ DE000PC9XHR0
BNP Paribas Call 150 LEN 20.06.20.../ DE000PC9XHR0 /
| 2024-09-20 8:24:14 AM |
Chg.- |
Bid8:04:31 AM |
Ask8:04:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.41EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
150.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
PC9XHR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
2.88 |
| Time value: |
1.08 |
| Break-even: |
173.97 |
| Moneyness: |
1.21 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.76% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
3.28 |
| Rho: |
0.67 |
Quote data
| Open: |
4.41 |
| High: |
4.41 |
| Low: |
4.41 |
| Previous Close: |
4.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.61% |
| 1 Month |
|
|
+14.25% |
| 3 Months |
|
|
+111.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.61 |
4.34 |
| 1M High / 1M Low: |
4.61 |
3.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
