BNP Paribas Call 120 DHI 17.01.2025
/ DE000PE9AJU6
BNP Paribas Call 120 DHI 17.01.20.../ DE000PE9AJU6 /
| 8/2/2024 8:41:36 AM |
Chg.-0.19 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.71EUR |
-3.22% |
-
Bid Size: - |
-
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: |
5.71 |
| High: |
5.71 |
| Low: |
5.71 |
| Previous Close: |
5.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.53% |
| 1 Month |
|
|
+151.54% |
| 3 Months |
|
|
+69.44% |
| YTD |
|
|
+42.04% |
| 1 Year |
|
|
+139.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.98 |
5.66 |
| 1M High / 1M Low: |
5.98 |
2.24 |
| 6M High / 6M Low: |
5.98 |
2.24 |
| High (YTD): |
7/31/2024 |
5.98 |
| Low (YTD): |
7/8/2024 |
2.24 |
| 52W High: |
7/31/2024 |
5.98 |
| 52W Low: |
10/25/2023 |
1.16 |
| Avg. price 1W: |
|
5.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.05 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
184.24% |
| Volatility 6M: |
|
119.01% |
| Volatility 1Y: |
|
109.38% |
| Volatility 3Y: |
|
- |
