BNP Paribas Call 110 DHI 20.12.2024
/ DE000PE9AJM3
BNP Paribas Call 110 DHI 20.12.20.../ DE000PE9AJM3 /
| 06/08/2024 08:40:37 |
Chg.+0.08 |
Bid09:49:48 |
Ask09:49:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.25EUR |
+1.30% |
6.25
Bid Size: 1,950 |
-
Ask Size: - |
D R Horton Inc |
110.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
16/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.03 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.30 |
| Parity: |
4.86 |
| Time value: |
1.25 |
| Break-even: |
171.10 |
| Moneyness: |
1.44 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.09 |
| Omega: |
2.15 |
| Rho: |
0.26 |
Quote data
| Open: |
6.25 |
| High: |
6.25 |
| Low: |
6.25 |
| Previous Close: |
6.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.16% |
| 1 Month |
|
|
+121.63% |
| 3 Months |
|
|
+49.16% |
| YTD |
|
|
+34.70% |
| 1 Year |
|
|
+108.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.77 |
6.17 |
| 1M High / 1M Low: |
6.77 |
2.84 |
| 6M High / 6M Low: |
6.77 |
2.82 |
| High (YTD): |
31/07/2024 |
6.77 |
| Low (YTD): |
05/07/2024 |
2.82 |
| 52W High: |
31/07/2024 |
6.77 |
| 52W Low: |
25/10/2023 |
1.45 |
| Avg. price 1W: |
|
6.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
165.97% |
| Volatility 6M: |
|
105.68% |
| Volatility 1Y: |
|
99.18% |
| Volatility 3Y: |
|
- |
