BNP Paribas Call 120 DHI 19.12.2025
/ DE000PC1L1Y2
BNP Paribas Call 120 DHI 19.12.20.../ DE000PC1L1Y2 /
| 11/10/2024 15:48:04 |
Chg.-0.09 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.76EUR |
-1.31% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
120.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
PC1L1Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.30 |
| Intrinsic value: |
5.74 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.29 |
| Parity: |
5.74 |
| Time value: |
0.93 |
| Break-even: |
176.44 |
| Moneyness: |
1.52 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.30% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
2.23 |
| Rho: |
0.97 |
Quote data
| Open: |
6.76 |
| High: |
6.76 |
| Low: |
6.76 |
| Previous Close: |
6.85 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.63% |
| 1 Month |
|
|
-1.60% |
| 3 Months |
|
|
+58.69% |
| YTD |
|
|
+45.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.85 |
6.76 |
| 1M High / 1M Low: |
7.63 |
6.76 |
| 6M High / 6M Low: |
7.63 |
3.17 |
| High (YTD): |
18/09/2024 |
7.63 |
| Low (YTD): |
08/07/2024 |
3.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.36% |
| Volatility 6M: |
|
85.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
