BNP Paribas Call 160 LEN 16.01.2026
/ DE000PC47RN7
BNP Paribas Call 160 LEN 16.01.20.../ DE000PC47RN7 /
| 8/16/2024 12:50:44 PM |
Chg.+0.040 |
Bid1:06:53 PM |
Ask1:06:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.420EUR |
+1.18% |
3.410
Bid Size: 4,500 |
3.490
Ask Size: 4,500 |
Lennar Corp |
160.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC47RN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/16/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.97 |
| Time value: |
2.43 |
| Break-even: |
179.82 |
| Moneyness: |
1.07 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.59% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
3.14 |
| Rho: |
1.03 |
Quote data
| Open: |
3.400 |
| High: |
3.420 |
| Low: |
3.380 |
| Previous Close: |
3.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.29% |
| 3 Months |
|
|
+3.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.450 |
3.300 |
| 1M High / 1M Low: |
4.210 |
3.230 |
| 6M High / 6M Low: |
4.210 |
1.780 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.961 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.52% |
| Volatility 6M: |
|
106.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
