BNP Paribas Call 120 DHI 20.12.2024
/ DE000PE9AJN1
BNP Paribas Call 120 DHI 20.12.20.../ DE000PE9AJN1 /
| 2024-08-02 8:41:34 AM |
Chg.-0.20 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.63EUR |
-3.43% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
120.00 - |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.31 |
| Parity: |
4.60 |
| Time value: |
1.17 |
| Break-even: |
177.70 |
| Moneyness: |
1.38 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
2.37 |
| Rho: |
0.30 |
Quote data
| Open: |
5.63 |
| High: |
5.63 |
| Low: |
5.63 |
| Previous Close: |
5.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.44% |
| 1 Month |
|
|
+145.85% |
| 3 Months |
|
|
+90.85% |
| YTD |
|
|
+42.53% |
| 1 Year |
|
|
+126.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.91 |
5.24 |
| 1M High / 1M Low: |
5.91 |
2.13 |
| 6M High / 6M Low: |
5.91 |
2.13 |
| High (YTD): |
2024-07-31 |
5.91 |
| Low (YTD): |
2024-07-08 |
2.13 |
| 52W High: |
2024-07-31 |
5.91 |
| 52W Low: |
2023-10-25 |
1.10 |
| Avg. price 1W: |
|
5.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.95 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
192.68% |
| Volatility 6M: |
|
123.69% |
| Volatility 1Y: |
|
113.77% |
| Volatility 3Y: |
|
- |
