BNP Paribas Call 140 LEN 16.01.2026
/ DE000PC47RL1
BNP Paribas Call 140 LEN 16.01.20.../ DE000PC47RL1 /
| 26/09/2024 12:50:39 |
Chg.+0.020 |
Bid26/09/2024 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.090EUR |
+0.39% |
5.090
Bid Size: 5,900 |
5.180
Ask Size: 5,900 |
Lennar Corp |
140.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
16/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.67 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
3.76 |
| Time value: |
1.31 |
| Break-even: |
176.49 |
| Moneyness: |
1.30 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
2.67 |
| Rho: |
1.10 |
Quote data
| Open: |
5.080 |
| High: |
5.090 |
| Low: |
5.070 |
| Previous Close: |
5.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.17% |
| 1 Month |
|
|
-5.04% |
| 3 Months |
|
|
+67.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.930 |
5.070 |
| 1M High / 1M Low: |
5.930 |
4.920 |
| 6M High / 6M Low: |
5.930 |
2.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.00% |
| Volatility 6M: |
|
88.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
