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 |
Bid8:04:06 PM |
Ask8:04:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.05EUR |
+1.49% |
2.09 Bid Size: 8,200 |
2.11 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: |
|
- |