BNP Paribas Call 160 LEN 17.01.2025
/ DE000PC47RA4
BNP Paribas Call 160 LEN 17.01.20.../ DE000PC47RA4 /
| 2024-09-25 9:09:40 AM |
Chg.-0.35 |
Bid1:02:42 PM |
Ask1:02:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
-11.78% |
2.67
Bid Size: 7,500 |
2.75
Ask Size: 7,500 |
Lennar Corp |
160.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47RA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
2.17 |
| Time value: |
0.60 |
| Break-even: |
170.67 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
4.71 |
| Rho: |
0.32 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.32% |
| 1 Month |
|
|
-0.38% |
| 3 Months |
|
|
+131.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.34 |
2.63 |
| 1M High / 1M Low: |
3.34 |
2.49 |
| 6M High / 6M Low: |
3.34 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.42% |
| Volatility 6M: |
|
164.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
