BNP Paribas Call 200 LEN 17.01.20.../  DE000PC47RD8  /

EUWAX
6/24/2024  9:01:53 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% -
Bid Size: -
-
Ask Size: -
Lennar Corp 200.00 USD 1/17/2025 Call
 

Master data

WKN: PC47RD
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Lennar Corp
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 1/17/2025
Issue date: 2/16/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.54
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.28
Parity: -4.53
Time value: 0.26
Break-even: 189.73
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.16
Theta: -0.02
Omega: 8.93
Rho: 0.12
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -45.24%
3 Months
  -74.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.190
1M High / 1M Low: 0.550 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.396
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -