BNP Paribas Call 180 LEN 17.01.2025
/ DE000PC47RC0
BNP Paribas Call 180 LEN 17.01.20.../ DE000PC47RC0 /
| 2024-05-24 9:02:05 AM |
Chg.-0.060 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-6.74% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
180.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47RC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
15.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-2.18 |
| Time value: |
0.91 |
| Break-even: |
175.04 |
| Moneyness: |
0.87 |
| Premium: |
0.21 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
6.10 |
| Rho: |
0.30 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.13% |
| 1 Month |
|
|
-10.75% |
| 3 Months |
|
|
-28.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.830 |
| 1M High / 1M Low: |
1.560 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
