BNP Paribas Call 110 DHI 20.12.2024
/ DE000PE9AJM3
BNP Paribas Call 110 DHI 20.12.20.../ DE000PE9AJM3 /
| 8/20/2024 8:44:33 AM |
Chg.- |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.67EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
110.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/16/2023 |
| Last trading day: |
8/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.90 |
| Intrinsic value: |
5.79 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.29 |
| Parity: |
5.79 |
| Time value: |
0.68 |
| Break-even: |
174.70 |
| Moneyness: |
1.53 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
-0.08 |
| Omega: |
2.28 |
| Rho: |
0.23 |
Quote data
| Open: |
6.67 |
| High: |
6.67 |
| Low: |
6.67 |
| Previous Close: |
6.36 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.61% |
| 3 Months |
|
|
+81.74% |
| YTD |
|
|
+43.75% |
| 1 Year |
|
|
+167.87% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.67 |
5.97 |
| 6M High / 6M Low: |
6.77 |
2.82 |
| High (YTD): |
7/31/2024 |
6.77 |
| Low (YTD): |
7/5/2024 |
2.82 |
| 52W High: |
7/31/2024 |
6.77 |
| 52W Low: |
10/25/2023 |
1.45 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
38.06% |
| Volatility 6M: |
|
107.84% |
| Volatility 1Y: |
|
98.70% |
| Volatility 3Y: |
|
- |
