BNP Paribas Call 150 LEN 19.12.2025
/ DE000PC47RF3
BNP Paribas Call 150 LEN 19.12.20.../ DE000PC47RF3 /
| 11/7/2024 11:21:01 AM |
Chg.+0.010 |
Bid11:29:06 AM |
Ask11:29:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.550EUR |
+0.28% |
3.540
Bid Size: 5,600 |
3.620
Ask Size: 5,600 |
Lennar Corp |
150.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC47RF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
2/16/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
1.74 |
| Time value: |
1.83 |
| Break-even: |
175.47 |
| Moneyness: |
1.12 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.56% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.17 |
| Rho: |
0.86 |
Quote data
| Open: |
3.540 |
| High: |
3.590 |
| Low: |
3.540 |
| Previous Close: |
3.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.31% |
| 1 Month |
|
|
-19.13% |
| 3 Months |
|
|
-4.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.090 |
3.540 |
| 1M High / 1M Low: |
5.030 |
3.540 |
| 6M High / 6M Low: |
5.240 |
2.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.800 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.45% |
| Volatility 6M: |
|
98.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
