BNP Paribas Call 150 LEN 21.06.2024
/ DE000PC47QT6
BNP Paribas Call 150 LEN 21.06.20.../ DE000PC47QT6 /
| 2024-05-22 9:50:31 PM |
Chg.-0.520 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-36.36% |
0.930
Bid Size: 3,226 |
0.950
Ask Size: 3,158 |
Lennar Corp |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC47QT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
1.17 |
| Time value: |
0.27 |
| Break-even: |
152.60 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.41% |
| Delta: |
0.78 |
| Theta: |
-0.10 |
| Omega: |
8.17 |
| Rho: |
0.08 |
Quote data
| Open: |
1.400 |
| High: |
1.400 |
| Low: |
0.910 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
+3.41% |
| 3 Months |
|
|
-33.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.080 |
1.430 |
| 1M High / 1M Low: |
2.080 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
