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BNP Paribas Call 120 DHI 20.12.20.../  DE000PE9AJN1  /

Frankfurt Zert./BNP
10/11/2024  9:50:33 PM Chg.+0.030 Bid9:59:33 PM Ask- Underlying Strike price Expiration date Option type
5.920EUR +0.51% 5.860
Bid Size: 3,600		 -
Ask Size: -		 D R Horton Inc 120.00 - 12/20/2024 Call
 

Master data

WKN: PE9AJN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/20/2024
Issue date: 2/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.85
Leverage: Yes

Calculated values

Fair value: 4.85
Intrinsic value: 4.77
Implied volatility: 1.15
Historic volatility: 0.29
Parity: 4.77
Time value: 1.12
Break-even: 178.90
Moneyness: 1.40
Premium: 0.07
Premium p.a.: 0.40
Spread abs.: -0.01
Spread %: -0.17%
Delta: 0.82
Theta: -0.16
Omega: 2.34
Rho: 0.15
 

Quote data

Open: 5.890
High: 6.030
Low: 5.860
Previous Close: 5.890
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.66%
1 Month
  -1.99%
3 Months  
+78.85%
YTD  
+49.49%
1 Year  
+308.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.130 5.890
1M High / 1M Low: 7.000 5.890
6M High / 6M Low: 7.000 2.130
High (YTD): 9/19/2024 7.000
Low (YTD): 7/4/2024 2.130
52W High: 9/19/2024 7.000
52W Low: 10/25/2023 1.090
Avg. price 1W:   6.030
Avg. volume 1W:   0.000
Avg. price 1M:   6.435
Avg. volume 1M:   0.000
Avg. price 6M:   4.435
Avg. volume 6M:   0.000
Avg. price 1Y:   3.779
Avg. volume 1Y:   0.000
Volatility 1M:   62.93%
Volatility 6M:   116.34%
Volatility 1Y:   108.11%
Volatility 3Y:   -