BNP Paribas Call 160 LEN 17.01.2025
/ DE000PC47RA4
BNP Paribas Call 160 LEN 17.01.20.../ DE000PC47RA4 /
| 2024-06-03 3:35:28 PM |
Chg.+0.030 |
Bid3:46:43 PM |
Ask3:46:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
+1.71% |
1.790
Bid Size: 2,100 |
1.810
Ask Size: 2,100 |
Lennar Corp |
160.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47RA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.03 |
| Time value: |
1.82 |
| Break-even: |
165.93 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
4.73 |
| Rho: |
0.43 |
Quote data
| Open: |
1.850 |
| High: |
1.910 |
| Low: |
1.780 |
| Previous Close: |
1.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.88% |
| 1 Month |
|
|
-4.81% |
| 3 Months |
|
|
-21.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.490 |
| 1M High / 1M Low: |
2.490 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
