BNP Paribas Call 140 LEN 19.12.2025
/ DE000PC47RE6
BNP Paribas Call 140 LEN 19.12.20.../ DE000PC47RE6 /
| 06/09/2024 10:21:18 |
Chg.-0.080 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.800EUR |
-1.64% |
4.800
Bid Size: 5,900 |
4.950
Ask Size: 5,900 |
Lennar Corp |
140.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC47RE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.36 |
| Intrinsic value: |
3.40 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
3.40 |
| Time value: |
1.51 |
| Break-even: |
175.10 |
| Moneyness: |
1.27 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
2.63 |
| Rho: |
1.03 |
Quote data
| Open: |
4.830 |
| High: |
4.830 |
| Low: |
4.770 |
| Previous Close: |
4.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.16% |
| 1 Month |
|
|
+2.56% |
| 3 Months |
|
|
+32.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.200 |
4.860 |
| 1M High / 1M Low: |
5.390 |
4.270 |
| 6M High / 6M Low: |
5.390 |
2.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.033 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.68% |
| Volatility 6M: |
|
93.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
