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BNP Paribas Call 100 DHI 17.01.20.../  DE000PE9AJS0  /

Frankfurt Zert./BNP
10/18/2024  9:50:32 PM Chg.+0.340 Bid9:56:06 PM Ask- Underlying Strike price Expiration date Option type
8.860EUR +3.99% 8.810
Bid Size: 3,300		 -
Ask Size: -		 D R Horton Inc 100.00 - 1/17/2025 Call
 

Master data

WKN: PE9AJS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.11
Leverage: Yes

Calculated values

Fair value: 7.98
Intrinsic value: 7.90
Implied volatility: 1.10
Historic volatility: 0.29
Parity: 7.90
Time value: 0.58
Break-even: 184.80
Moneyness: 1.79
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: -0.32
Spread %: -3.64%
Delta: 0.91
Theta: -0.09
Omega: 1.93
Rho: 0.19
 

Quote data

Open: 8.480
High: 8.860
Low: 8.440
Previous Close: 8.520
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.18%
1 Month  
+0.57%
3 Months  
+24.09%
YTD  
+63.47%
1 Year  
+352.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.860 8.100
1M High / 1M Low: 8.860 7.730
6M High / 6M Low: 8.860 3.680
High (YTD): 10/18/2024 8.860
Low (YTD): 7/4/2024 3.680
52W High: 10/18/2024 8.860
52W Low: 10/25/2023 1.930
Avg. price 1W:   8.486
Avg. volume 1W:   0.000
Avg. price 1M:   8.227
Avg. volume 1M:   0.000
Avg. price 6M:   6.275
Avg. volume 6M:   0.000
Avg. price 1Y:   5.461
Avg. volume 1Y:   0.000
Volatility 1M:   47.07%
Volatility 6M:   82.71%
Volatility 1Y:   78.77%
Volatility 3Y:   -