BNP Paribas Call 120 DHI 20.06.2025
/ DE000PG2PXW4
BNP Paribas Call 120 DHI 20.06.20.../ DE000PG2PXW4 /
11/09/2024 09:21:25 |
Chg.-0.04 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
6.66EUR |
-0.60% |
- Bid Size: - |
- Ask Size: - |
D R Horton Inc |
120.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
PG2PXW |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
D R Horton Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
14/06/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.46 |
Intrinsic value: |
6.13 |
Implied volatility: |
0.48 |
Historic volatility: |
0.29 |
Parity: |
6.13 |
Time value: |
0.65 |
Break-even: |
176.69 |
Moneyness: |
1.56 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.06 |
Spread %: |
0.89% |
Delta: |
0.91 |
Theta: |
-0.03 |
Omega: |
2.28 |
Rho: |
0.67 |
Quote data
Open: |
6.66 |
High: |
6.66 |
Low: |
6.66 |
Previous Close: |
6.70 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.39% |
1 Month |
|
|
+17.46% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.70 |
6.24 |
1M High / 1M Low: |
7.00 |
5.63 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |