BNP Paribas Call 100 PHM 16.01.2026
/ DE000PC3XQE2
BNP Paribas Call 100 PHM 16.01.20.../ DE000PC3XQE2 /
2024-06-03 10:20:55 AM |
Chg.+0.070 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
3.110EUR |
+2.30% |
3.110 Bid Size: 2,300 |
3.180 Ask Size: 2,300 |
PulteGroup Inc |
100.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC3XQE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PulteGroup Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-01-26 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.69 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.38 |
Historic volatility: |
0.28 |
Parity: |
1.60 |
Time value: |
1.53 |
Break-even: |
123.44 |
Moneyness: |
1.17 |
Premium: |
0.14 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
0.97% |
Delta: |
0.76 |
Theta: |
-0.02 |
Omega: |
2.61 |
Rho: |
0.82 |
Quote data
Open: |
3.110 |
High: |
3.120 |
Low: |
3.100 |
Previous Close: |
3.040 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.30% |
1 Month |
|
|
-0.96% |
3 Months |
|
|
+13.92% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.040 |
2.790 |
1M High / 1M Low: |
3.470 |
2.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |