BNP Paribas Call 150 LEN 16.01.2026
/ DE000PC47RM9
BNP Paribas Call 150 LEN 16.01.20.../ DE000PC47RM9 /
| 24/09/2024 09:06:52 |
Chg.+0.31 |
Bid10:59:52 |
Ask10:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.84EUR |
+6.84% |
4.79
Bid Size: 5,300 |
4.88
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: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.33 |
| Intrinsic value: |
3.22 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
3.22 |
| Time value: |
1.58 |
| Break-even: |
183.00 |
| Moneyness: |
1.24 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.63% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
2.77 |
| Rho: |
1.12 |
Quote data
| Open: |
4.84 |
| High: |
4.84 |
| Low: |
4.84 |
| Previous Close: |
4.53 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.59% |
| 1 Month |
|
|
+9.75% |
| 3 Months |
|
|
+74.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.19 |
4.53 |
| 1M High / 1M Low: |
5.19 |
4.31 |
| 6M High / 6M Low: |
5.19 |
2.16 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.63% |
| Volatility 6M: |
|
91.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
