BNP Paribas Call 180 LEN 16.01.2026
/ DE000PC47RP2
BNP Paribas Call 180 LEN 16.01.20.../ DE000PC47RP2 /
| 25/07/2024 21:50:29 |
Chg.+0.120 |
Bid21:58:39 |
Ask21:58:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.730EUR |
+4.60% |
2.690
Bid Size: 4,000 |
2.710
Ask Size: 4,000 |
Lennar Corp |
180.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
16/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-1.03 |
| Time value: |
2.60 |
| Break-even: |
192.08 |
| Moneyness: |
0.94 |
| Premium: |
0.23 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
3.45 |
| Rho: |
0.94 |
Quote data
| Open: |
2.570 |
| High: |
2.840 |
| Low: |
2.510 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
+83.22% |
| 3 Months |
|
|
+40.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.730 |
2.610 |
| 1M High / 1M Low: |
2.730 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
