BNP Paribas Call 220 LEN 19.12.2025
/ DE000PC47RK3
BNP Paribas Call 220 LEN 19.12.20.../ DE000PC47RK3 /
| 2024-05-23 8:58:37 AM |
Chg.-0.22 |
Bid2:12:01 PM |
Ask2:12:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.89EUR |
-19.82% |
0.90
Bid Size: 3,334 |
1.02
Ask Size: 2,942 |
Lennar Corp |
220.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC47RK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
15.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-5.92 |
| Time value: |
0.92 |
| Break-even: |
212.43 |
| Moneyness: |
0.71 |
| Premium: |
0.48 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
4.76 |
| Rho: |
0.55 |
Quote data
| Open: |
0.89 |
| High: |
0.89 |
| Low: |
0.89 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.51% |
| 1 Month |
|
|
+3.49% |
| 3 Months |
|
|
-8.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.11 |
| 1M High / 1M Low: |
1.38 |
0.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
