BNP Paribas Call 140 LEN 20.09.2024
/ DE000PC47QX8
BNP Paribas Call 140 LEN 20.09.20.../ DE000PC47QX8 /
| 2024-06-05 9:06:04 AM |
Chg.-0.18 |
Bid2:45:31 PM |
Ask2:45:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.21EUR |
-7.53% |
2.22
Bid Size: 4,100 |
2.30
Ask Size: 4,100 |
Lennar Corp |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC47QX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
1.63 |
| Time value: |
0.60 |
| Break-even: |
150.96 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.06 |
| Spread %: |
2.77% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
4.98 |
| Rho: |
0.26 |
Quote data
| Open: |
2.21 |
| High: |
2.21 |
| Low: |
2.21 |
| Previous Close: |
2.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.18% |
| 1 Month |
|
|
-3.49% |
| 3 Months |
|
|
-20.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
1.86 |
| 1M High / 1M Low: |
3.30 |
1.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
