BNP Paribas Call 160 LEN 19.12.2025
/ DE000PC47RG1
BNP Paribas Call 160 LEN 19.12.20.../ DE000PC47RG1 /
| 11/12/2024 9:00:04 AM |
Chg.-0.02 |
Bid12:32:17 PM |
Ask12:32:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
-0.61% |
3.23
Bid Size: 4,900 |
3.31
Ask Size: 4,900 |
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: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
1.15 |
| Time value: |
2.13 |
| Break-even: |
182.85 |
| Moneyness: |
1.08 |
| Premium: |
0.13 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.61% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.36 |
| Rho: |
0.85 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.82% |
| 1 Month |
|
|
-11.96% |
| 3 Months |
|
|
-3.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.88 |
3.00 |
| 1M High / 1M Low: |
4.40 |
3.00 |
| 6M High / 6M Low: |
4.53 |
1.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.24% |
| Volatility 6M: |
|
111.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
