BNP Paribas Call 180 LEN 16.01.2026
/ DE000PC47RP2
BNP Paribas Call 180 LEN 16.01.20.../ DE000PC47RP2 /
| 11/6/2024 3:20:22 PM |
Chg.-0.220 |
Bid3:45:30 PM |
Ask11/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
-8.27% |
2.010
Bid Size: 4,300 |
-
Ask Size: - |
Lennar Corp |
180.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC47RP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/16/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.25 |
| Time value: |
2.71 |
| Break-even: |
191.72 |
| Moneyness: |
0.98 |
| Premium: |
0.18 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
3.59 |
| Rho: |
0.84 |
Quote data
| Open: |
2.950 |
| High: |
2.960 |
| Low: |
2.440 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.83% |
| 1 Month |
|
|
-15.57% |
| 3 Months |
|
|
-12.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.660 |
2.260 |
| 1M High / 1M Low: |
3.350 |
2.260 |
| 6M High / 6M Low: |
3.660 |
1.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.472 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.19% |
| Volatility 6M: |
|
119.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
