BNP Paribas Call 150 LEN 20.06.2025
/ DE000PC9XHR0
BNP Paribas Call 150 LEN 20.06.20.../ DE000PC9XHR0 /
| 2024-06-20 8:23:48 AM |
Chg.+0.01 |
Bid10:08:11 AM |
Ask10:08:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
+0.50% |
2.08
Bid Size: 5,600 |
2.16
Ask Size: 5,600 |
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: |
6.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.12 |
| Time value: |
2.04 |
| Break-even: |
159.97 |
| Moneyness: |
0.99 |
| Premium: |
0.16 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.05 |
| Spread %: |
2.51% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
4.06 |
| Rho: |
0.63 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.29% |
| 1 Month |
|
|
-39.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.00 |
| 1M High / 1M Low: |
3.33 |
2.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
