BNP Paribas Call 200 LEN 19.12.2025
/ DE000PC47RJ5
BNP Paribas Call 200 LEN 19.12.20.../ DE000PC47RJ5 /
| 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: |
|
- |
