BNP Paribas Call 160 LEN 16.01.2026
/ DE000PC47RN7
BNP Paribas Call 160 LEN 16.01.20.../ DE000PC47RN7 /
| 24/07/2024 21:50:35 |
Chg.-0.170 |
Bid21:59:28 |
Ask21:59:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.470EUR |
-4.67% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
160.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
16/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
1.17 |
| Time value: |
2.48 |
| Break-even: |
183.97 |
| Moneyness: |
1.08 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
3.04 |
| Rho: |
1.10 |
Quote data
| Open: |
3.590 |
| High: |
3.590 |
| Low: |
3.440 |
| Previous Close: |
3.640 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.80% |
| 1 Month |
|
|
+59.17% |
| 3 Months |
|
|
+29.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.640 |
3.470 |
| 1M High / 1M Low: |
3.640 |
1.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
