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BNP Paribas Call 120 DHI 17.01.20.../  DE000PE9AJU6  /

Frankfurt Zert./BNP
8/2/2024  9:50:44 PM Chg.-0.160 Bid9:59:03 PM Ask- Underlying Strike price Expiration date Option type
5.650EUR -2.75% 5.680
Bid Size: 3,900		 -
Ask Size: -		 D R Horton Inc 120.00 - 1/17/2025 Call
 

Master data

WKN: PE9AJU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 4.86
Intrinsic value: 4.60
Implied volatility: 0.74
Historic volatility: 0.31
Parity: 4.60
Time value: 1.21
Break-even: 178.10
Moneyness: 1.38
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: -0.02
Spread %: -0.34%
Delta: 0.82
Theta: -0.07
Omega: 2.36
Rho: 0.36
 

Quote data

Open: 5.730
High: 5.890
Low: 5.110
Previous Close: 5.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.70%
1 Month  
+143.53%
3 Months  
+58.71%
YTD  
+40.20%
1 Year  
+133.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.040 5.650
1M High / 1M Low: 6.040 2.240
6M High / 6M Low: 6.040 2.240
High (YTD): 7/30/2024 6.040
Low (YTD): 7/4/2024 2.240
52W High: 7/30/2024 6.040
52W Low: 10/25/2023 1.150
Avg. price 1W:   5.876
Avg. volume 1W:   0.000
Avg. price 1M:   4.374
Avg. volume 1M:   0.000
Avg. price 6M:   3.658
Avg. volume 6M:   0.000
Avg. price 1Y:   3.059
Avg. volume 1Y:   1.172
Volatility 1M:   186.19%
Volatility 6M:   117.96%
Volatility 1Y:   107.66%
Volatility 3Y:   -