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BNP Paribas Call 110 DHI 20.12.20.../  DE000PE9AJM3  /

Frankfurt Zert./BNP
2024-08-02  9:50:33 PM Chg.-0.180 Bid9:58:57 PM Ask- Underlying Strike price Expiration date Option type
6.420EUR -2.73% 6.440
Bid Size: 3,800		 -
Ask Size: -		 D R Horton Inc 110.00 - 2024-12-20 Call
 

Master data

WKN: PE9AJM
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.51
Leverage: Yes

Calculated values

Fair value: 5.44
Intrinsic value: 5.28
Implied volatility: 0.93
Historic volatility: 0.30
Parity: 5.28
Time value: 1.21
Break-even: 174.90
Moneyness: 1.48
Premium: 0.07
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 0.62%
Delta: 0.84
Theta: -0.09
Omega: 2.11
Rho: 0.27
 

Quote data

Open: 6.510
High: 6.670
Low: 5.870
Previous Close: 6.600
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.77%
1 Month  
+119.86%
3 Months  
+52.86%
YTD  
+38.36%
1 Year  
+125.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.830 6.420
1M High / 1M Low: 6.830 2.830
6M High / 6M Low: 6.830 2.830
High (YTD): 2024-07-31 6.830
Low (YTD): 2024-07-04 2.830
52W High: 2024-07-31 6.830
52W Low: 2023-10-25 1.430
Avg. price 1W:   6.662
Avg. volume 1W:   0.000
Avg. price 1M:   5.093
Avg. volume 1M:   0.000
Avg. price 6M:   4.303
Avg. volume 6M:   0.000
Avg. price 1Y:   3.610
Avg. volume 1Y:   0.000
Volatility 1M:   162.44%
Volatility 6M:   105.17%
Volatility 1Y:   97.67%
Volatility 3Y:   -