BNP Paribas Call 200 LEN 16.01.2026
/ DE000PC47RQ0
BNP Paribas Call 200 LEN 16.01.20.../ DE000PC47RQ0 /
| 20/09/2024 21:50:32 |
Chg.-0.630 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
-22.66% |
2.180
Bid Size: 4,000 |
2.200
Ask Size: 4,000 |
Lennar Corp |
200.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC47RQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-1.60 |
| Time value: |
2.19 |
| Break-even: |
201.06 |
| Moneyness: |
0.91 |
| Premium: |
0.23 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
0.53 |
| Theta: |
-0.03 |
| Omega: |
3.93 |
| Rho: |
0.85 |
Quote data
| Open: |
2.550 |
| High: |
2.550 |
| Low: |
2.150 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.34% |
| 1 Month |
|
|
+0.94% |
| 3 Months |
|
|
+102.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.780 |
2.150 |
| 1M High / 1M Low: |
2.780 |
2.110 |
| 6M High / 6M Low: |
2.780 |
0.730 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.696 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.08% |
| Volatility 6M: |
|
137.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
