BNP Paribas Call 140 LEN 19.12.2025
/ DE000PC47RE6
BNP Paribas Call 140 LEN 19.12.20.../ DE000PC47RE6 /
| 29/08/2024 09:02:49 |
Chg.-0.05 |
Bid18:25:22 |
Ask18:25:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.15EUR |
-0.96% |
5.15
Bid Size: 11,600 |
5.18
Ask Size: 11,600 |
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: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.66 |
| Intrinsic value: |
3.71 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
3.71 |
| Time value: |
1.44 |
| Break-even: |
177.35 |
| Moneyness: |
1.29 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.59% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
2.60 |
| Rho: |
1.07 |
Quote data
| Open: |
5.15 |
| High: |
5.15 |
| Low: |
5.15 |
| Previous Close: |
5.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.89% |
| 1 Month |
|
|
+3.00% |
| 3 Months |
|
|
+47.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.37 |
4.91 |
| 1M High / 1M Low: |
5.37 |
4.24 |
| 6M High / 6M Low: |
5.37 |
2.55 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.80% |
| Volatility 6M: |
|
91.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
