BNP Paribas Call 150 LEN 19.12.2025
/ DE000PC47RF3
BNP Paribas Call 150 LEN 19.12.20.../ DE000PC47RF3 /
| 9/10/2024 9:14:34 AM |
Chg.-0.01 |
Bid6:25:31 PM |
Ask6:25:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.47EUR |
-0.22% |
4.35
Bid Size: 10,400 |
4.41
Ask Size: 10,400 |
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: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
2.74 |
| Time value: |
1.78 |
| Break-even: |
181.13 |
| Moneyness: |
1.20 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
2.79 |
| Rho: |
1.03 |
Quote data
| Open: |
4.47 |
| High: |
4.47 |
| Low: |
4.47 |
| Previous Close: |
4.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.61% |
| 1 Month |
|
|
+15.50% |
| 3 Months |
|
|
+51.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
4.24 |
| 1M High / 1M Low: |
4.75 |
3.76 |
| 6M High / 6M Low: |
4.75 |
2.11 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.25% |
| Volatility 6M: |
|
97.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
