BNP Paribas Call 180 LEN 16.01.2026
/ DE000PC47RP2
BNP Paribas Call 180 LEN 16.01.20.../ DE000PC47RP2 /
| 07/10/2024 09:01:02 |
Chg.-0.26 |
Bid15:53:16 |
Ask15:53:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
-8.18% |
2.81
Bid Size: 8,400 |
2.83
Ask Size: 8,400 |
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: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.21 |
| Time value: |
2.72 |
| Break-even: |
193.38 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.69% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.58 |
| Rho: |
0.96 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
3.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.01% |
| 1 Month |
|
|
+2.46% |
| 3 Months |
|
|
+141.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.20 |
3.14 |
| 1M High / 1M Low: |
3.57 |
2.89 |
| 6M High / 6M Low: |
3.57 |
1.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.15% |
| Volatility 6M: |
|
115.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
