BNP Paribas Call 200 LEN 19.12.2025
/ DE000PC47RJ5
BNP Paribas Call 200 LEN 19.12.20.../ DE000PC47RJ5 /
| 2024-06-05 12:21:03 PM |
Chg.+0.040 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+3.01% |
1.370
Bid Size: 2,190 |
1.460
Ask Size: 2,055 |
Lennar Corp |
200.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC47RJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-3.89 |
| Time value: |
1.42 |
| Break-even: |
197.99 |
| Moneyness: |
0.79 |
| Premium: |
0.37 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
6.77% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
4.18 |
| Rho: |
0.70 |
Quote data
| Open: |
1.370 |
| High: |
1.370 |
| Low: |
1.360 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.30% |
| 1 Month |
|
|
-7.43% |
| 3 Months |
|
|
-13.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.220 |
| 1M High / 1M Low: |
1.930 |
1.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.496 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
