BNP Paribas Call 200 LEN 19.12.2025
/ DE000PC47RJ5
BNP Paribas Call 200 LEN 19.12.20.../ DE000PC47RJ5 /
| 04/07/2024 21:50:21 |
Chg.+0.020 |
Bid04/07/2024 |
Ask04/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
+2.78% |
0.740
Bid Size: 4,055 |
0.800
Ask Size: 3,750 |
Lennar Corp |
200.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC47RJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-5.26 |
| Time value: |
0.88 |
| Break-even: |
194.14 |
| Moneyness: |
0.72 |
| Premium: |
0.46 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.16 |
| Spread %: |
22.22% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
4.70 |
| Rho: |
0.48 |
Quote data
| Open: |
0.710 |
| High: |
0.740 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.43% |
| 1 Month |
|
|
-44.36% |
| 3 Months |
|
|
-59.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.720 |
| 1M High / 1M Low: |
1.380 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
