BNP Paribas Call 170 LEN 21.06.2024
/ DE000PC47QV2
BNP Paribas Call 170 LEN 21.06.20.../ DE000PC47QV2 /
| 5/24/2024 9:02:05 AM |
Chg.-0.030 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
170.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PC47QV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
90.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-1.26 |
| Time value: |
0.16 |
| Break-even: |
158.32 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
2.55 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.21 |
| Theta: |
-0.08 |
| Omega: |
19.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.73% |
| 1 Month |
|
|
-53.85% |
| 3 Months |
|
|
-78.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.120 |
| 1M High / 1M Low: |
0.660 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
1,443.095 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
427.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
