BNP Paribas Call 180 LEN 16.01.2026
/ DE000PC47RP2
BNP Paribas Call 180 LEN 16.01.20.../ DE000PC47RP2 /
2024-07-24 9:50:26 PM |
Chg.-0.120 |
Bid9:59:19 PM |
Ask9:59:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.610EUR |
-4.40% |
2.580 Bid Size: 4,000 |
2.600 Ask Size: 4,000 |
Lennar Corp |
180.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC47RP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 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: |
5.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.28 |
Parity: |
-0.68 |
Time value: |
2.74 |
Break-even: |
193.30 |
Moneyness: |
0.96 |
Premium: |
0.21 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
0.74% |
Delta: |
0.59 |
Theta: |
-0.03 |
Omega: |
3.45 |
Rho: |
1.00 |
Quote data
Open: |
2.690 |
High: |
2.690 |
Low: |
2.570 |
Previous Close: |
2.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.66% |
1 Month |
|
|
+67.31% |
3 Months |
|
|
+30.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.730 |
2.380 |
1M High / 1M Low: |
2.730 |
1.160 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.759 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
180.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |