BNP Paribas Call 220 LEN 16.01.2026
/ DE000PC47RR8
BNP Paribas Call 220 LEN 16.01.20.../ DE000PC47RR8 /
| 2024-05-23 8:58:37 AM |
Chg.-0.21 |
Bid12:22:50 PM |
Ask12:22:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.94EUR |
-18.26% |
0.92
Bid Size: 3,261 |
1.04
Ask Size: 2,885 |
Lennar Corp |
220.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC47RR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
14.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-5.92 |
| Time value: |
0.97 |
| Break-even: |
212.93 |
| Moneyness: |
0.71 |
| Premium: |
0.48 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
3.19% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
4.65 |
| Rho: |
0.58 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.94 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.80% |
| 1 Month |
|
|
+3.30% |
| 3 Months |
|
|
-4.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.15 |
| 1M High / 1M Low: |
1.42 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
