BNP Paribas Call 160 LEN 16.01.2026
/ DE000PC47RN7
BNP Paribas Call 160 LEN 16.01.20.../ DE000PC47RN7 /
| 10/7/2024 9:01:02 AM |
Chg.-0.29 |
Bid3:28:42 PM |
Ask3:28:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.94EUR |
-6.86% |
3.75
Bid Size: 1,200 |
3.83
Ask Size: 1,200 |
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: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.49 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
2.03 |
| Time value: |
1.92 |
| Break-even: |
185.35 |
| Moneyness: |
1.14 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
3.10 |
| Rho: |
1.06 |
Quote data
| Open: |
3.94 |
| High: |
3.94 |
| Low: |
3.94 |
| Previous Close: |
4.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.74% |
| 1 Month |
|
|
+4.23% |
| 3 Months |
|
|
+116.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
4.18 |
| 1M High / 1M Low: |
4.61 |
3.89 |
| 6M High / 6M Low: |
4.61 |
1.78 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.88% |
| Volatility 6M: |
|
99.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
