BNP Paribas Call 200 LEN 17.01.2025
/ DE000PC47RD8
BNP Paribas Call 200 LEN 17.01.20.../ DE000PC47RD8 /
| 2024-07-25 8:50:45 AM |
Chg.-0.020 |
Bid9:08:33 AM |
Ask9:08:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-2.94% |
0.650
Bid Size: 4,616 |
0.730
Ask Size: 4,110 |
Lennar Corp |
200.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC47RD |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-2.52 |
| Time value: |
0.76 |
| Break-even: |
191.94 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
7.08 |
| Rho: |
0.22 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.650 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+247.37% |
| 3 Months |
|
|
+32.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.680 |
| 1M High / 1M Low: |
0.740 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
541.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
