BNP Paribas Call 140 LEN 16.01.2026
/ DE000PC47RL1
BNP Paribas Call 140 LEN 16.01.20.../ DE000PC47RL1 /
| 11/10/2024 21:50:34 |
Chg.-0.010 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.870EUR |
-0.20% |
4.830
Bid Size: 6,200 |
4.860
Ask Size: 6,200 |
Lennar Corp |
140.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
16/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
3.49 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
3.49 |
| Time value: |
1.37 |
| Break-even: |
176.63 |
| Moneyness: |
1.27 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.62% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
2.73 |
| Rho: |
1.06 |
Quote data
| Open: |
4.850 |
| High: |
5.000 |
| Low: |
4.790 |
| Previous Close: |
4.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.70% |
| 1 Month |
|
|
-5.80% |
| 3 Months |
|
|
+27.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.100 |
4.870 |
| 1M High / 1M Low: |
5.930 |
4.870 |
| 6M High / 6M Low: |
5.930 |
2.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.312 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.53% |
| Volatility 6M: |
|
85.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
