BNP Paribas Call 200 LEN 20.12.2024
/ DE000PC6NY57
BNP Paribas Call 200 LEN 20.12.20.../ DE000PC6NY57 /
| 2024-09-25 8:34:26 AM |
Chg.-0.150 |
Bid1:02:12 PM |
Ask1:02:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-22.73% |
0.530
Bid Size: 7,000 |
0.610
Ask Size: 7,000 |
Lennar Corp |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC6NY5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-1.41 |
| Time value: |
0.59 |
| Break-even: |
184.62 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.35 |
| Theta: |
-0.06 |
| Omega: |
9.89 |
| Rho: |
0.12 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.88% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
+264.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.550 |
| 1M High / 1M Low: |
0.960 |
0.550 |
| 6M High / 6M Low: |
0.960 |
0.047 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.509 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.46% |
| Volatility 6M: |
|
339.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
