BNP Paribas Call 180 LEN 19.12.2025
/ DE000PC47RH9
BNP Paribas Call 180 LEN 19.12.20.../ DE000PC47RH9 /
2024-09-20 9:50:43 PM |
Chg.-0.750 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.850EUR |
-20.83% |
2.890 Bid Size: 4,300 |
2.910 Ask Size: 4,300 |
Lennar Corp |
180.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
PC47RH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2024-02-16 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
0.20 |
Time value: |
2.71 |
Break-even: |
190.34 |
Moneyness: |
1.01 |
Premium: |
0.17 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
0.69% |
Delta: |
0.63 |
Theta: |
-0.03 |
Omega: |
3.54 |
Rho: |
0.92 |
Quote data
Open: |
3.320 |
High: |
3.320 |
Low: |
2.850 |
Previous Close: |
3.600 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.68% |
1 Month |
|
|
-10.94% |
3 Months |
|
|
+85.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.600 |
2.850 |
1M High / 1M Low: |
3.600 |
2.780 |
6M High / 6M Low: |
3.600 |
1.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.274 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.99% |
Volatility 6M: |
|
124.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |