BNP Paribas Call 150 LEN 19.12.2025
/ DE000PC47RF3
BNP Paribas Call 150 LEN 19.12.20.../ DE000PC47RF3 /
8/5/2024 8:20:45 PM |
Chg.-0.270 |
Bid8:27:04 PM |
Ask8:27:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.950EUR |
-6.40% |
3.950 Bid Size: 4,900 |
3.990 Ask Size: 4,900 |
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: |
3.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.68 |
Intrinsic value: |
2.24 |
Implied volatility: |
0.38 |
Historic volatility: |
0.28 |
Parity: |
2.24 |
Time value: |
2.02 |
Break-even: |
180.08 |
Moneyness: |
1.16 |
Premium: |
0.13 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.47% |
Delta: |
0.75 |
Theta: |
-0.03 |
Omega: |
2.81 |
Rho: |
1.06 |
Quote data
Open: |
4.040 |
High: |
4.060 |
Low: |
3.490 |
Previous Close: |
4.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-13.57% |
1 Month |
|
|
+88.10% |
3 Months |
|
|
+17.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.710 |
4.220 |
1M High / 1M Low: |
4.710 |
2.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.639 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |