BNP Paribas Call 200 LEN 19.12.20.../  DE000PC47RJ5  /

EUWAX
9/5/2024  9:13:45 AM Chg.+0.03 Bid5:24:43 PM Ask5:24:43 PM Underlying Strike price Expiration date Option type
2.05EUR +1.49% 2.04
Bid Size: 8,200
2.06
Ask Size: 8,200
Lennar Corp 200.00 USD 12/19/2025 Call
 

Master data

WKN: PC47RJ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/19/2025
Issue date: 2/16/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -1.96
Time value: 2.08
Break-even: 201.30
Moneyness: 0.89
Premium: 0.25
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 0.97%
Delta: 0.51
Theta: -0.03
Omega: 3.94
Rho: 0.79
 

Quote data

Open: 2.05
High: 2.05
Low: 2.05
Previous Close: 2.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.66%
1 Month  
+3.54%
3 Months  
+49.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.23 2.02
1M High / 1M Low: 2.37 1.71
6M High / 6M Low: 2.37 0.70
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   1.56
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.76%
Volatility 6M:   140.13%
Volatility 1Y:   -
Volatility 3Y:   -