BNP Paribas Call 120 DHI 20.12.2024
/ DE000PE9AJN1
BNP Paribas Call 120 DHI 20.12.20.../ DE000PE9AJN1 /
| 2024-11-15 8:44:59 AM |
Chg.+0.26 |
Bid11:33:31 AM |
Ask11:33:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.25EUR |
+6.52% |
4.22
Bid Size: 3,800 |
-
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: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
3.55 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.31 |
| Parity: |
3.55 |
| Time value: |
0.44 |
| Break-even: |
159.90 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
-0.26 |
| Spread %: |
-6.12% |
| Delta: |
0.85 |
| Theta: |
-0.16 |
| Omega: |
3.32 |
| Rho: |
0.09 |
Quote data
| Open: |
4.25 |
| High: |
4.25 |
| Low: |
4.25 |
| Previous Close: |
3.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.77% |
| 1 Month |
|
|
-32.43% |
| 3 Months |
|
|
-19.05% |
| YTD |
|
|
+7.59% |
| 1 Year |
|
|
+81.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.62 |
3.98 |
| 1M High / 1M Low: |
6.91 |
3.98 |
| 6M High / 6M Low: |
6.96 |
2.13 |
| High (YTD): |
2024-09-19 |
6.96 |
| Low (YTD): |
2024-07-08 |
2.13 |
| 52W High: |
2024-09-19 |
6.96 |
| 52W Low: |
2024-07-08 |
2.13 |
| Avg. price 1W: |
|
4.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
119.30% |
| Volatility 6M: |
|
122.10% |
| Volatility 1Y: |
|
107.14% |
| Volatility 3Y: |
|
- |
