BNP Paribas Call 120 DHI 16.01.2026
/ DE000PC1L120
BNP Paribas Call 120 DHI 16.01.20.../ DE000PC1L120 /
9/9/2024 9:14:42 AM |
Chg.+0.36 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.00EUR |
+5.42% |
- Bid Size: - |
- Ask Size: - |
D R Horton Inc |
120.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1L12 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.63 |
Intrinsic value: |
5.97 |
Implied volatility: |
0.41 |
Historic volatility: |
0.29 |
Parity: |
5.97 |
Time value: |
0.99 |
Break-even: |
177.84 |
Moneyness: |
1.55 |
Premium: |
0.06 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.29% |
Delta: |
0.90 |
Theta: |
-0.02 |
Omega: |
2.16 |
Rho: |
1.10 |
Quote data
Open: |
7.00 |
High: |
7.00 |
Low: |
7.00 |
Previous Close: |
6.64 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.82% |
1 Month |
|
|
+15.51% |
3 Months |
|
|
+78.12% |
YTD |
|
|
+48.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.13 |
6.64 |
1M High / 1M Low: |
7.38 |
5.99 |
6M High / 6M Low: |
7.38 |
3.23 |
High (YTD): |
8/26/2024 |
7.38 |
Low (YTD): |
7/8/2024 |
3.23 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.96 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
48.10% |
Volatility 6M: |
|
88.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |