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

Frankfurt Zert./BNP
09/09/2024  21:50:28 Chg.+0.130 Bid21:59:52 Ask- Underlying Strike price Expiration date Option type
6.310EUR +2.10% 6.300
Bid Size: 3,600		 -
Ask Size: -		 D R Horton Inc 120.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 4.92
Intrinsic value: 4.79
Implied volatility: 1.06
Historic volatility: 0.29
Parity: 4.79
Time value: 1.38
Break-even: 181.70
Moneyness: 1.40
Premium: 0.08
Premium p.a.: 0.33
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.82
Theta: -0.13
Omega: 2.22
Rho: 0.21
 

Quote data

Open: 6.200
High: 6.490
Low: 6.200
Previous Close: 6.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.95%
1 Month  
+21.11%
3 Months  
+126.98%
YTD  
+59.34%
1 Year  
+215.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.310 5.900
1M High / 1M Low: 6.660 5.120
6M High / 6M Low: 6.660 2.130
High (YTD): 23/08/2024 6.660
Low (YTD): 04/07/2024 2.130
52W High: 23/08/2024 6.660
52W Low: 25/10/2023 1.090
Avg. price 1W:   6.050
Avg. volume 1W:   0.000
Avg. price 1M:   5.958
Avg. volume 1M:   0.000
Avg. price 6M:   4.036
Avg. volume 6M:   0.000
Avg. price 1Y:   3.347
Avg. volume 1Y:   0.000
Volatility 1M:   63.75%
Volatility 6M:   120.31%
Volatility 1Y:   109.55%
Volatility 3Y:   -