BNP Paribas Call 100 PHM 21.06.2024
/ DE000PC3XPH7
BNP Paribas Call 100 PHM 21.06.20.../ DE000PC3XPH7 /
| 2024-05-08 9:51:27 AM |
Chg.- |
Bid8:15:17 AM |
Ask8:15:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
- |
1.57
Bid Size: 1,911 |
1.65
Ask Size: 1,819 |
PulteGroup Inc |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC3XPH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
1.58 |
| Time value: |
0.13 |
| Break-even: |
110.12 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
5.64 |
| Rho: |
0.10 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.78% |
| 1 Month |
|
|
+1.19% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.29 |
| 1M High / 1M Low: |
1.76 |
0.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
