BNP Paribas Call 220 LEN 16.01.2026
/ DE000PC47RR8
BNP Paribas Call 220 LEN 16.01.20.../ DE000PC47RR8 /
2024-06-20 9:09:28 AM |
Chg.- |
Bid8:02:45 AM |
Ask8:02:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
- |
0.610 Bid Size: 4,919 |
0.760 Ask Size: 3,948 |
Lennar Corp |
220.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
PC47RR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-16 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.28 |
Parity: |
-6.63 |
Time value: |
0.68 |
Break-even: |
211.51 |
Moneyness: |
0.68 |
Premium: |
0.53 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.07 |
Spread %: |
11.48% |
Delta: |
0.25 |
Theta: |
-0.02 |
Omega: |
5.15 |
Rho: |
0.44 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.74% |
1 Month |
|
|
-47.90% |
3 Months |
|
|
-51.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.620 |
1M High / 1M Low: |
1.190 |
0.620 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.780 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.914 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |