BNP Paribas Call 160 LEN 19.12.2025
/ DE000PC47RG1
BNP Paribas Call 160 LEN 19.12.20.../ DE000PC47RG1 /
| 7/17/2024 1:21:05 PM |
Chg.-0.080 |
Bid1:22:00 PM |
Ask1:22:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.270EUR |
-2.39% |
3.260
Bid Size: 4,600 |
3.340
Ask Size: 4,600 |
Lennar Corp |
160.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
PC47RG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.86 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.88 |
| Time value: |
2.51 |
| Break-even: |
180.66 |
| Moneyness: |
1.06 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.59% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.12 |
| Rho: |
1.03 |
Quote data
| Open: |
3.270 |
| High: |
3.320 |
| Low: |
3.270 |
| Previous Close: |
3.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.31% |
| 1 Month |
|
|
+19.34% |
| 3 Months |
|
|
+25.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.350 |
1.920 |
| 1M High / 1M Low: |
3.350 |
1.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.626 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
