BNP Paribas Call 180 LEN 20.09.2024
/ DE000PC47Q14
BNP Paribas Call 180 LEN 20.09.20.../ DE000PC47Q14 /
| 5/24/2024 9:50:25 PM |
Chg.+0.020 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
0.380
Bid Size: 7,895 |
0.400
Ask Size: 7,500 |
Lennar Corp |
180.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PC47Q1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 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: |
36.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-2.18 |
| Time value: |
0.40 |
| Break-even: |
169.94 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.27 |
| Theta: |
-0.04 |
| Omega: |
9.77 |
| Rho: |
0.11 |
Quote data
| Open: |
0.340 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.89% |
| 1 Month |
|
|
-13.95% |
| 3 Months |
|
|
-48.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.350 |
| 1M High / 1M Low: |
0.900 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
