BNP Paribas Call 180 LEN 17.01.2025
/ DE000PC47RC0
BNP Paribas Call 180 LEN 17.01.20.../ DE000PC47RC0 /
| 9/25/2024 9:09:40 AM |
Chg.-0.27 |
Bid4:17:25 PM |
Ask4:17:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.43EUR |
-15.88% |
1.43
Bid Size: 15,000 |
1.45
Ask Size: 15,000 |
Lennar Corp |
180.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PC47RC |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
2/16/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
1.17 |
| Break-even: |
176.34 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
6.44 |
| Rho: |
0.26 |
Quote data
| Open: |
1.43 |
| High: |
1.43 |
| Low: |
1.43 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.92% |
| 1 Month |
|
|
-7.74% |
| 3 Months |
|
|
+169.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.46 |
| 1M High / 1M Low: |
2.07 |
1.44 |
| 6M High / 6M Low: |
2.07 |
0.29 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.14% |
| Volatility 6M: |
|
215.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
