BNP Paribas Call 150 LEN 19.12.2025
/ DE000PC47RF3
BNP Paribas Call 150 LEN 19.12.20.../ DE000PC47RF3 /
| 28/06/2024 21:50:32 |
Chg.+0.070 |
Bid21:57:15 |
Ask21:57:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.610EUR |
+2.76% |
2.610
Bid Size: 4,700 |
2.630
Ask Size: 4,700 |
Lennar Corp |
150.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC47RF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-0.01 |
| Time value: |
2.62 |
| Break-even: |
166.20 |
| Moneyness: |
1.00 |
| Premium: |
0.19 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.37 |
| Rho: |
0.92 |
Quote data
| Open: |
2.550 |
| High: |
2.650 |
| Low: |
2.540 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
-12.42% |
| 3 Months |
|
|
-39.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.660 |
2.510 |
| 1M High / 1M Low: |
3.390 |
2.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
