BNP Paribas Call 200 LEN 16.01.2026
/ DE000PC47RQ0
BNP Paribas Call 200 LEN 16.01.20.../ DE000PC47RQ0 /
| 2024-05-23 2:50:37 PM |
Chg.+0.020 |
Bid2:53:18 PM |
Ask2:53:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
+1.46% |
1.390
Bid Size: 2,159 |
1.510
Ask Size: 1,987 |
Lennar Corp |
200.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC47RQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-4.08 |
| Time value: |
1.41 |
| Break-even: |
198.85 |
| Moneyness: |
0.78 |
| Premium: |
0.38 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
2.17% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
4.15 |
| Rho: |
0.73 |
Quote data
| Open: |
1.380 |
| High: |
1.390 |
| Low: |
1.360 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.47% |
| 1 Month |
|
|
-6.08% |
| 3 Months |
|
|
-6.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.370 |
| 1M High / 1M Low: |
1.970 |
1.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
