BNP Paribas Call 150 LEN 21.06.2024
/ DE000PC47QT6
BNP Paribas Call 150 LEN 21.06.20.../ DE000PC47QT6 /
| 2024-05-10 9:50:38 PM |
Chg.+0.170 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+12.41% |
1.520
Bid Size: 2,600 |
1.530
Ask Size: 2,600 |
Lennar Corp |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC47QT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
1.20 |
| Time value: |
0.32 |
| Break-even: |
154.45 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.78 |
| Theta: |
-0.08 |
| Omega: |
7.72 |
| Rho: |
0.11 |
Quote data
| Open: |
1.410 |
| High: |
1.550 |
| Low: |
1.360 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+5.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.250 |
| 1M High / 1M Low: |
1.540 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
