BNP Paribas Call 150 LEN 19.12.2025
/ DE000PC47RF3
BNP Paribas Call 150 LEN 19.12.20.../ DE000PC47RF3 /
| 2024-06-05 9:50:24 PM |
Chg.+0.070 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.250EUR |
+2.20% |
3.290
Bid Size: 1,500 |
3.320
Ask Size: 1,500 |
Lennar Corp |
150.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC47RF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
0.71 |
| Time value: |
2.56 |
| Break-even: |
170.55 |
| Moneyness: |
1.05 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
2.83% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.01 |
| Rho: |
1.01 |
Quote data
| Open: |
3.220 |
| High: |
3.260 |
| Low: |
3.150 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.06% |
| 1 Month |
|
|
-3.27% |
| 3 Months |
|
|
-6.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.390 |
2.980 |
| 1M High / 1M Low: |
4.090 |
2.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.407 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
