BNP Paribas Call 160 LEN 16.01.20.../  DE000PC47RN7  /

EUWAX
2024-07-30  9:02:16 AM Chg.+0.08 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
4.05EUR +2.02% -
Bid Size: -
-
Ask Size: -
Lennar Corp 160.00 USD 2026-01-16 Call
 

Master data

WKN: PC47RN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2026-01-16
Issue date: 2024-02-16
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 3.51
Intrinsic value: 1.68
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 1.68
Time value: 2.38
Break-even: 188.49
Moneyness: 1.11
Premium: 0.14
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.50%
Delta: 0.72
Theta: -0.03
Omega: 2.92
Rho: 1.14
 

Quote data

Open: 4.05
High: 4.05
Low: 4.05
Previous Close: 3.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.19%
1 Month  
+86.64%
3 Months  
+42.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.97 3.44
1M High / 1M Low: 3.97 1.78
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.64
Avg. volume 1W:   0.00
Avg. price 1M:   2.71
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -