BNP Paribas Call 140 LEN 19.12.2025
/ DE000PC47RE6
BNP Paribas Call 140 LEN 19.12.20.../ DE000PC47RE6 /
2024-05-23 8:58:37 AM |
Chg.-0.46 |
Bid1:12:16 PM |
Ask1:12:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.64EUR |
-11.22% |
3.60 Bid Size: 1,600 |
3.72 Ask Size: 1,600 |
Lennar Corp |
140.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC47RE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2024-02-16 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.12 |
Intrinsic value: |
1.47 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
1.47 |
Time value: |
2.19 |
Break-even: |
165.93 |
Moneyness: |
1.11 |
Premium: |
0.15 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
0.83% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
2.85 |
Rho: |
1.07 |
Quote data
Open: |
3.64 |
High: |
3.64 |
Low: |
3.64 |
Previous Close: |
4.10 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.39% |
1 Month |
|
|
+5.51% |
3 Months |
|
|
+1.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.69 |
4.10 |
1M High / 1M Low: |
4.69 |
3.45 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.95 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |