BNP Paribas Call 220 LEN 19.12.2025
/ DE000PC47RK3
BNP Paribas Call 220 LEN 19.12.20.../ DE000PC47RK3 /
19/06/2024 21:50:30 |
Chg.-0.040 |
Bid19/06/2024 |
Ask19/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.570EUR |
-6.56% |
0.570 Bid Size: 5,264 |
- Ask Size: - |
Lennar Corp |
220.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
PC47RK |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Lennar Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
16/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.46 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.28 |
Parity: |
-6.64 |
Time value: |
0.64 |
Break-even: |
211.27 |
Moneyness: |
0.68 |
Premium: |
0.53 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
4.92% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
5.28 |
Rho: |
0.41 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.560 |
Previous Close: |
0.610 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-31.33% |
1 Month |
|
|
-53.28% |
3 Months |
|
|
-47.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.930 |
0.610 |
1M High / 1M Low: |
1.170 |
0.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.814 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.887 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |