BNP Paribas Call 170 LEN 20.12.2024
/ DE000PC47Q55
BNP Paribas Call 170 LEN 20.12.20.../ DE000PC47Q55 /
9/20/2024 9:50:32 PM |
Chg.-0.850 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.770EUR |
-32.44% |
1.820 Bid Size: 8,100 |
1.840 Ask Size: 8,100 |
Lennar Corp |
170.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
PC47Q5 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
2/16/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
Intrinsic value: |
1.09 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
1.09 |
Time value: |
0.75 |
Break-even: |
170.69 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.02 |
Spread %: |
1.10% |
Delta: |
0.70 |
Theta: |
-0.07 |
Omega: |
6.20 |
Rho: |
0.24 |
Quote data
Open: |
2.280 |
High: |
2.280 |
Low: |
1.770 |
Previous Close: |
2.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.33% |
1 Month |
|
|
-7.33% |
3 Months |
|
|
+160.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.620 |
1.770 |
1M High / 1M Low: |
2.620 |
1.750 |
6M High / 6M Low: |
2.620 |
0.370 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.042 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.406 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.13% |
Volatility 6M: |
|
212.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |