BNP Paribas Call 150 LEN 16.01.2026
/ DE000PC47RM9
BNP Paribas Call 150 LEN 16.01.20.../ DE000PC47RM9 /
| 20/09/2024 21:50:43 |
Chg.-0.820 |
Bid21:59:39 |
Ask21:59:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.480EUR |
-15.47% |
4.520
Bid Size: 5,300 |
4.540
Ask Size: 5,300 |
Lennar Corp |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
2.88 |
| Time value: |
1.66 |
| Break-even: |
179.77 |
| Moneyness: |
1.21 |
| Premium: |
0.10 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
2.81 |
| Rho: |
1.09 |
Quote data
| Open: |
4.990 |
| High: |
4.990 |
| Low: |
4.480 |
| Previous Close: |
5.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.94% |
| 1 Month |
|
|
+2.28% |
| 3 Months |
|
|
+62.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.300 |
4.480 |
| 1M High / 1M Low: |
5.300 |
4.340 |
| 6M High / 6M Low: |
5.300 |
2.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.664 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.71% |
| Volatility 6M: |
|
95.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
