BNP Paribas Call 140 LEN 16.01.2026
/ DE000PC47RL1
BNP Paribas Call 140 LEN 16.01.20.../ DE000PC47RL1 /
| 23/05/2024 13:50:34 |
Chg.+0.020 |
Bid23/05/2024 |
Ask23/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.700EUR |
+0.54% |
3.700
Bid Size: 1,600 |
3.820
Ask Size: 1,600 |
Lennar Corp |
140.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.18 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
1.47 |
| Time value: |
2.26 |
| Break-even: |
166.63 |
| Moneyness: |
1.11 |
| Premium: |
0.16 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.81% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
2.80 |
| Rho: |
1.11 |
Quote data
| Open: |
3.700 |
| High: |
3.700 |
| Low: |
3.650 |
| Previous Close: |
3.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.14% |
| 1 Month |
|
|
-3.14% |
| 3 Months |
|
|
-1.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.380 |
3.680 |
| 1M High / 1M Low: |
4.690 |
3.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
