BNP Paribas Call 180 LEN 16.01.2026
/ DE000PC47RP2
BNP Paribas Call 180 LEN 16.01.20.../ DE000PC47RP2 /
6/19/2024 9:50:31 PM |
Chg.-0.060 |
Bid6/19/2024 |
Ask6/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.450EUR |
-3.97% |
1.450 Bid Size: 2,069 |
- Ask Size: - |
Lennar Corp |
180.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC47RP |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
2/16/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
-2.91 |
Time value: |
1.54 |
Break-even: |
183.02 |
Moneyness: |
0.83 |
Premium: |
0.32 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.03 |
Spread %: |
1.99% |
Delta: |
0.45 |
Theta: |
-0.02 |
Omega: |
4.06 |
Rho: |
0.74 |
Quote data
Open: |
1.530 |
High: |
1.530 |
Low: |
1.430 |
Previous Close: |
1.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-22.46% |
1 Month |
|
|
-41.53% |
3 Months |
|
|
-34.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.020 |
1.510 |
1M High / 1M Low: |
2.390 |
1.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.842 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.964 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |