BNP Paribas Call 200 LEN 19.12.2025
/ DE000PC47RJ5
BNP Paribas Call 200 LEN 19.12.20.../ DE000PC47RJ5 /
| 2024-05-24 9:50:26 PM |
Chg.+0.040 |
Bid8:02:41 AM |
Ask8:02:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
+3.13% |
1.300
Bid Size: 2,308 |
1.450
Ask Size: 2,069 |
Lennar Corp |
200.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
PC47RJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Lennar Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-4.02 |
| Time value: |
1.36 |
| Break-even: |
197.98 |
| Moneyness: |
0.78 |
| Premium: |
0.37 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
2.26% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
4.25 |
| Rho: |
0.69 |
Quote data
| Open: |
1.270 |
| High: |
1.340 |
| Low: |
1.270 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.96% |
| 1 Month |
|
|
-7.04% |
| 3 Months |
|
|
-4.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.670 |
1.280 |
| 1M High / 1M Low: |
1.930 |
1.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
