BNP Paribas Call 90 PHM 21.06.2024
/ DE000PC5FTQ2
BNP Paribas Call 90 PHM 21.06.202.../ DE000PC5FTQ2 /
| 2024-05-09 10:50:30 AM |
Chg.-0.040 |
Bid2024-05-09 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
-1.61% |
2.440
Bid Size: 11,300 |
-
Ask Size: - |
PulteGroup Inc |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC5FTQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PulteGroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
2.40 |
| Time value: |
0.08 |
| Break-even: |
108.55 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
4.12 |
| Rho: |
0.09 |
Quote data
| Open: |
2.450 |
| High: |
2.450 |
| Low: |
2.440 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.49% |
| 1 Month |
|
|
-2.01% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.630 |
2.270 |
| 1M High / 1M Low: |
2.630 |
1.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
