BNP Paribas Call 160 LEN 20.09.2024
/ DE000PC47QZ3
BNP Paribas Call 160 LEN 20.09.20.../ DE000PC47QZ3 /
| 2024-05-23 9:50:33 PM |
Chg.-0.050 |
Bid9:58:54 PM |
Ask9:58:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-5.05% |
0.940
Bid Size: 3,192 |
0.960
Ask Size: 3,125 |
Lennar Corp |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC47QZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-0.38 |
| Time value: |
1.02 |
| Break-even: |
158.00 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
7.21 |
| Rho: |
0.21 |
Quote data
| Open: |
1.000 |
| High: |
1.010 |
| Low: |
0.890 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.74% |
| 1 Month |
|
|
-20.34% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
0.990 |
| 1M High / 1M Low: |
1.880 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
