BNP Paribas Call 120 DHI 17.01.2025
/ DE000PE9AJU6
BNP Paribas Call 120 DHI 17.01.20.../ DE000PE9AJU6 /
10/11/2024 8:43:45 AM |
Chg.-0.04 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.96EUR |
-0.67% |
- 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: |
2.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.83 |
Intrinsic value: |
4.72 |
Implied volatility: |
1.03 |
Historic volatility: |
0.29 |
Parity: |
4.72 |
Time value: |
1.27 |
Break-even: |
179.90 |
Moneyness: |
1.39 |
Premium: |
0.08 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.06 |
Spread %: |
1.01% |
Delta: |
0.82 |
Theta: |
-0.13 |
Omega: |
2.28 |
Rho: |
0.20 |
Quote data
Open: |
5.96 |
High: |
5.96 |
Low: |
5.96 |
Previous Close: |
6.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-7.88% |
3 Months |
|
|
+74.78% |
YTD |
|
|
+48.26% |
1 Year |
|
|
+358.46% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.13 |
5.96 |
1M High / 1M Low: |
7.04 |
5.96 |
6M High / 6M Low: |
7.04 |
2.24 |
High (YTD): |
9/19/2024 |
7.04 |
Low (YTD): |
7/8/2024 |
2.24 |
52W High: |
9/19/2024 |
7.04 |
52W Low: |
10/25/2023 |
1.16 |
Avg. price 1W: |
|
6.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.52 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.53 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.89 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
48.24% |
Volatility 6M: |
|
113.30% |
Volatility 1Y: |
|
103.72% |
Volatility 3Y: |
|
- |