BNP Paribas Call 95 PHM 17.01.2025
/ DE000PC3XP00
BNP Paribas Call 95 PHM 17.01.202.../ DE000PC3XP00 /
| 2024-06-06 9:49:42 AM |
Chg.+0.20 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.49EUR |
+8.73% |
-
Bid Size: - |
-
Ask Size: - |
PulteGroup Inc |
95.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC3XP0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
1.89 |
| Time value: |
0.64 |
| Break-even: |
112.66 |
| Moneyness: |
1.22 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.20% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
3.36 |
| Rho: |
0.37 |
Quote data
| Open: |
2.49 |
| High: |
2.49 |
| Low: |
2.49 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.67% |
| 1 Month |
|
|
-8.46% |
| 3 Months |
|
|
+4.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.25 |
| 1M High / 1M Low: |
3.07 |
2.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
