BNP Paribas Call 95 PHM 20.12.2024
/ DE000PC3XPP0
BNP Paribas Call 95 PHM 20.12.202.../ DE000PC3XPP0 /
2024-05-09 11:20:59 AM |
Chg.-0.040 |
Bid11:24:02 AM |
Ask11:24:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.520EUR |
-1.56% |
2.530 Bid Size: 4,500 |
2.600 Ask Size: 4,500 |
PulteGroup Inc |
95.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PC3XPP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PulteGroup Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-01-26 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.31 |
Intrinsic value: |
1.93 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
1.93 |
Time value: |
0.66 |
Break-even: |
114.30 |
Moneyness: |
1.22 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
1.17% |
Delta: |
0.80 |
Theta: |
-0.03 |
Omega: |
3.34 |
Rho: |
0.37 |
Quote data
Open: |
2.530 |
High: |
2.540 |
Low: |
2.520 |
Previous Close: |
2.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.00% |
1 Month |
|
|
-3.45% |
3 Months |
|
|
+39.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.700 |
2.400 |
1M High / 1M Low: |
2.700 |
1.890 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.324 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |