BNP Paribas Call 140 LEN 19.12.2025
/ DE000PC47RE6
BNP Paribas Call 140 LEN 19.12.20.../ DE000PC47RE6 /
| 2024-07-04 9:01:26 AM |
Chg.-0.05 |
Bid6:45:14 PM |
Ask6:45:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
-1.89% |
2.60
Bid Size: 2,550 |
2.66
Ask Size: 2,550 |
Lennar Corp |
140.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC47RE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.30 |
| Time value: |
2.45 |
| Break-even: |
157.24 |
| Moneyness: |
1.02 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.16 |
| Spread %: |
6.18% |
| Delta: |
0.65 |
| Theta: |
-0.03 |
| Omega: |
3.15 |
| Rho: |
0.86 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.24% |
| 1 Month |
|
|
-33.76% |
| 3 Months |
|
|
-41.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.64 |
| 1M High / 1M Low: |
3.91 |
2.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
