BNP Paribas Call 90 PHM 17.01.2025
/ DE000PC3XPZ9
BNP Paribas Call 90 PHM 17.01.202.../ DE000PC3XPZ9 /
| 2024-06-07 9:53:05 AM |
Chg.-0.10 |
Bid1:41:47 PM |
Ask1:41:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
-3.51% |
2.75
Bid Size: 5,100 |
2.82
Ask Size: 5,100 |
PulteGroup Inc |
90.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC3XPZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
2.25 |
| Time value: |
0.53 |
| Break-even: |
110.43 |
| Moneyness: |
1.27 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.09% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.16 |
| Rho: |
0.37 |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
2.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.51% |
| 1 Month |
|
|
-12.14% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.02 |
2.64 |
| 1M High / 1M Low: |
3.44 |
2.58 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
