BNP Paribas Call 150 LEN 19.12.2025
/ DE000PC47RF3
BNP Paribas Call 150 LEN 19.12.20.../ DE000PC47RF3 /
8/29/2024 9:50:34 PM |
Chg.-0.010 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.490EUR |
-0.22% |
4.480 Bid Size: 5,300 |
4.500 Ask Size: 5,300 |
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: |
3.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.01 |
Intrinsic value: |
2.81 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
2.81 |
Time value: |
1.73 |
Break-even: |
180.24 |
Moneyness: |
1.21 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
0.44% |
Delta: |
0.78 |
Theta: |
-0.03 |
Omega: |
2.79 |
Rho: |
1.06 |
Quote data
Open: |
4.540 |
High: |
4.620 |
Low: |
4.420 |
Previous Close: |
4.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.98% |
1 Month |
|
|
-1.75% |
3 Months |
|
|
+50.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.780 |
4.360 |
1M High / 1M Low: |
4.780 |
3.720 |
6M High / 6M Low: |
4.780 |
2.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.189 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.460 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
74.83% |
Volatility 6M: |
|
100.80% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |