BNP Paribas Call 220 LEN 16.01.2026
/ DE000PC47RR8
BNP Paribas Call 220 LEN 16.01.20.../ DE000PC47RR8 /
| 12/07/2024 08:59:58 |
Chg.+0.240 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+45.28% |
-
Bid Size: - |
-
Ask Size: - |
Lennar Corp |
220.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
16/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-5.90 |
| Time value: |
0.80 |
| Break-even: |
210.32 |
| Moneyness: |
0.71 |
| Premium: |
0.47 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
3.90% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
5.08 |
| Rho: |
0.49 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.42% |
| 1 Month |
|
|
-6.10% |
| 3 Months |
|
|
-35.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.440 |
| 1M High / 1M Low: |
0.910 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
