BNP Paribas Call 150 LEN 21.06.2024
/ DE000PC47QT6
BNP Paribas Call 150 LEN 21.06.20.../ DE000PC47QT6 /
| 6/4/2024 9:50:36 PM |
Chg.-0.220 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-18.64% |
0.960
Bid Size: 3,125 |
1.020
Ask Size: 2,942 |
Lennar Corp |
150.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PC47QT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
0.98 |
| Time value: |
0.24 |
| Break-even: |
149.72 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.77 |
| Theta: |
-0.15 |
| Omega: |
9.29 |
| Rho: |
0.05 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
0.950 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.32% |
| 1 Month |
|
|
-23.81% |
| 3 Months |
|
|
-43.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.760 |
| 1M High / 1M Low: |
2.080 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
