BNP Paribas Call 120 DHI 17.01.2025
/ DE000PE9AJU6
BNP Paribas Call 120 DHI 17.01.20.../ DE000PE9AJU6 /
| 2024-09-06 8:48:00 AM |
Chg.-0.07 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.97EUR |
-1.16% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
120.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
4.79 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.29 |
| Parity: |
4.79 |
| Time value: |
1.47 |
| Break-even: |
182.60 |
| Moneyness: |
1.40 |
| Premium: |
0.09 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.81 |
| Theta: |
-0.10 |
| Omega: |
2.19 |
| Rho: |
0.27 |
Quote data
| Open: |
5.97 |
| High: |
5.97 |
| Low: |
5.97 |
| Previous Close: |
6.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.59% |
| 1 Month |
|
|
+13.28% |
| 3 Months |
|
|
+97.68% |
| YTD |
|
|
+48.51% |
| 1 Year |
|
|
+187.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.47 |
5.97 |
| 1M High / 1M Low: |
6.72 |
5.20 |
| 6M High / 6M Low: |
6.72 |
2.24 |
| High (YTD): |
2024-08-26 |
6.72 |
| Low (YTD): |
2024-07-08 |
2.24 |
| 52W High: |
2024-08-26 |
6.72 |
| 52W Low: |
2023-10-25 |
1.16 |
| Avg. price 1W: |
|
6.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.41 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
60.63% |
| Volatility 6M: |
|
117.50% |
| Volatility 1Y: |
|
107.64% |
| Volatility 3Y: |
|
- |
