BNP Paribas Call 220 LEN 16.01.2026
/ DE000PC47RR8
BNP Paribas Call 220 LEN 16.01.20.../ DE000PC47RR8 /
| 8/2/2024 5:21:24 PM |
Chg.-0.080 |
Bid5:25:30 PM |
Ask5:25:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
-4.85% |
1.560
Bid Size: 8,000 |
1.580
Ask Size: 8,000 |
Lennar Corp |
220.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC47RR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
2/16/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-4.06 |
| Time value: |
1.69 |
| Break-even: |
220.86 |
| Moneyness: |
0.80 |
| Premium: |
0.35 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.20% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
4.09 |
| Rho: |
0.76 |
Quote data
| Open: |
1.620 |
| High: |
1.660 |
| Low: |
1.430 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.72% |
| 1 Month |
|
|
+227.08% |
| 3 Months |
|
|
+57.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.650 |
| 1M High / 1M Low: |
1.840 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
