BNP Paribas Call 160 LEN 21.06.2024
/ DE000PC47QU4
BNP Paribas Call 160 LEN 21.06.20.../ DE000PC47QU4 /
2024-05-10 9:50:30 PM |
Chg.+0.130 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+16.88% |
0.870 Bid Size: 3,449 |
0.880 Ask Size: 3,410 |
Lennar Corp |
160.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PC47QU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 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: |
17.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
0.27 |
Time value: |
0.61 |
Break-even: |
157.34 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
0.60 |
Theta: |
-0.09 |
Omega: |
10.29 |
Rho: |
0.09 |
Quote data
Open: |
0.790 |
High: |
0.900 |
Low: |
0.750 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.76% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.690 |
1M High / 1M Low: |
0.930 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.796 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.663 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.56% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |