BNP Paribas Call 140 LEN 19.12.2025
/ DE000PC47RE6
BNP Paribas Call 140 LEN 19.12.20.../ DE000PC47RE6 /
| 19/06/2024 21:50:38 |
Chg.-0.100 |
Bid19/06/2024 |
Ask19/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
-3.29% |
2.940
Bid Size: 1,021 |
-
Ask Size: - |
Lennar Corp |
140.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC47RE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
0.81 |
| Time value: |
2.26 |
| Break-even: |
161.07 |
| Moneyness: |
1.06 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.99% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.96 |
Quote data
| Open: |
3.060 |
| High: |
3.060 |
| Low: |
2.910 |
| Previous Close: |
3.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.95% |
| 1 Month |
|
|
-32.10% |
| 3 Months |
|
|
-25.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.720 |
3.040 |
| 1M High / 1M Low: |
4.210 |
3.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
