BNP Paribas Call 160 LEN 20.09.2024
/ DE000PC47QZ3
BNP Paribas Call 160 LEN 20.09.20.../ DE000PC47QZ3 /
| 6/21/2024 8:59:27 AM |
Chg.+0.040 |
Bid8:23:08 PM |
Ask8:23:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+8.16% |
0.570
Bid Size: 16,000 |
0.590
Ask Size: 16,000 |
Lennar Corp |
160.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC47QZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-1.00 |
| Time value: |
0.55 |
| Break-even: |
154.95 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
3.77% |
| Delta: |
0.38 |
| Theta: |
-0.05 |
| Omega: |
9.74 |
| Rho: |
0.12 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.77% |
| 1 Month |
|
|
-62.68% |
| 3 Months |
|
|
-69.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.490 |
| 1M High / 1M Low: |
1.420 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.961 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
