BNP Paribas Call 90 PHM 20.12.2024
/ DE000PC3XPN5
BNP Paribas Call 90 PHM 20.12.202.../ DE000PC3XPN5 /
| 31/05/2024 09:49:54 |
Chg.+0.29 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.82EUR |
+11.46% |
-
Bid Size: - |
-
Ask Size: - |
PulteGroup Inc |
90.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC3XPN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.76 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
2.52 |
| Time value: |
0.45 |
| Break-even: |
112.66 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
3.13 |
| Rho: |
0.35 |
Quote data
| Open: |
2.82 |
| High: |
2.82 |
| Low: |
2.82 |
| Previous Close: |
2.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.05% |
| 1 Month |
|
|
-0.70% |
| 3 Months |
|
|
+10.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.53 |
| 1M High / 1M Low: |
3.38 |
2.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
