BNP Paribas Call 150 LEN 20.12.2024
/ DE000PC47Q30
BNP Paribas Call 150 LEN 20.12.20.../ DE000PC47Q30 /
| 2024-06-20 9:09:21 AM |
Chg.-0.09 |
Bid10:08:18 AM |
Ask10:08:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-6.57% |
1.35
Bid Size: 7,600 |
1.43
Ask Size: 7,600 |
Lennar Corp |
150.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC47Q3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.12 |
| Time value: |
1.32 |
| Break-even: |
152.77 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.05 |
| Spread %: |
3.94% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
5.89 |
| Rho: |
0.32 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.05% |
| 1 Month |
|
|
-51.52% |
| 3 Months |
|
|
-47.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.37 |
| 1M High / 1M Low: |
2.64 |
1.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
