BNP Paribas Call 140 LEN 19.12.2025
/ DE000PC47RE6
BNP Paribas Call 140 LEN 19.12.20.../ DE000PC47RE6 /
6/25/2024 8:56:48 AM |
Chg.-0.06 |
Bid8:36:28 PM |
Ask8:36:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.16EUR |
-1.86% |
3.05 Bid Size: 10,000 |
3.07 Ask Size: 10,000 |
Lennar Corp |
140.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
PC47RE |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
2/16/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.72 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.35 |
Historic volatility: |
0.28 |
Parity: |
0.99 |
Time value: |
2.19 |
Break-even: |
162.25 |
Moneyness: |
1.08 |
Premium: |
0.16 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.63% |
Delta: |
0.69 |
Theta: |
-0.03 |
Omega: |
3.07 |
Rho: |
0.98 |
Quote data
Open: |
3.16 |
High: |
3.16 |
Low: |
3.16 |
Previous Close: |
3.22 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.87% |
1 Month |
|
|
-10.48% |
3 Months |
|
|
-28.99% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.43 |
2.95 |
1M High / 1M Low: |
3.95 |
2.95 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |