BNP Paribas Call 200 LEN 16.01.2026
/ DE000PC47RQ0
BNP Paribas Call 200 LEN 16.01.20.../ DE000PC47RQ0 /
| 25/07/2024 08:59:29 |
Chg.-0.07 |
Bid21:16:02 |
Ask21:16:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
-3.54% |
2.03
Bid Size: 7,800 |
2.05
Ask Size: 7,800 |
Lennar Corp |
200.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
8.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-2.88 |
| Time value: |
1.93 |
| Break-even: |
203.84 |
| Moneyness: |
0.84 |
| Premium: |
0.31 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.48 |
| Theta: |
-0.03 |
| Omega: |
3.84 |
| Rho: |
0.81 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.35% |
| 1 Month |
|
|
+83.65% |
| 3 Months |
|
|
+36.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.70 |
| 1M High / 1M Low: |
2.01 |
0.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
