BNP Paribas Call 120 DHI 17.01.2025
/ DE000PE9AJU6
BNP Paribas Call 120 DHI 17.01.20.../ DE000PE9AJU6 /
| 18/11/2024 08:46:23 |
Chg.-0.11 |
Bid10:13:12 |
Ask10:13:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.20EUR |
-2.55% |
4.08
Bid Size: 3,900 |
-
Ask Size: - |
D R Horton Inc |
120.00 - |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
16/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.31 |
| Parity: |
3.34 |
| Time value: |
0.77 |
| Break-even: |
161.10 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.81 |
| Theta: |
-0.13 |
| Omega: |
3.02 |
| Rho: |
0.14 |
Quote data
| Open: |
4.20 |
| High: |
4.20 |
| Low: |
4.20 |
| Previous Close: |
4.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.45% |
| 1 Month |
|
|
-37.13% |
| 3 Months |
|
|
-23.78% |
| YTD |
|
|
+4.48% |
| 1 Year |
|
|
+75.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.69 |
4.05 |
| 1M High / 1M Low: |
6.97 |
4.05 |
| 6M High / 6M Low: |
7.04 |
2.24 |
| High (YTD): |
19/09/2024 |
7.04 |
| Low (YTD): |
08/07/2024 |
2.24 |
| 52W High: |
19/09/2024 |
7.04 |
| 52W Low: |
28/11/2023 |
2.21 |
| Avg. price 1W: |
|
4.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
123.52% |
| Volatility 6M: |
|
113.59% |
| Volatility 1Y: |
|
104.09% |
| Volatility 3Y: |
|
- |
