BNP Paribas Call 120 DHI 17.01.2025
/ DE000PE9AJU6
BNP Paribas Call 120 DHI 17.01.20.../ DE000PE9AJU6 /
| 06/08/2024 08:40:37 |
Chg.+0.10 |
Bid16:59:26 |
Ask16:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.51EUR |
+1.85% |
5.58
Bid Size: 7,800 |
5.60
Ask Size: 7,800 |
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: |
2.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.30 |
| Parity: |
3.86 |
| Time value: |
1.53 |
| Break-even: |
173.90 |
| Moneyness: |
1.32 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.79 |
| Theta: |
-0.08 |
| Omega: |
2.33 |
| Rho: |
0.32 |
Quote data
| Open: |
5.51 |
| High: |
5.51 |
| Low: |
5.51 |
| Previous Close: |
5.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.16% |
| 1 Month |
|
|
+145.98% |
| 3 Months |
|
|
+55.65% |
| YTD |
|
|
+37.06% |
| 1 Year |
|
|
+115.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.98 |
5.41 |
| 1M High / 1M Low: |
5.98 |
2.24 |
| 6M High / 6M Low: |
5.98 |
2.24 |
| High (YTD): |
31/07/2024 |
5.98 |
| Low (YTD): |
08/07/2024 |
2.24 |
| 52W High: |
31/07/2024 |
5.98 |
| 52W Low: |
25/10/2023 |
1.16 |
| Avg. price 1W: |
|
5.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
193.88% |
| Volatility 6M: |
|
119.27% |
| Volatility 1Y: |
|
109.46% |
| Volatility 3Y: |
|
- |
