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BNP Paribas Call 130 DHI 17.01.20.../  DE000PE9AJV4  /

Frankfurt Zert./BNP
11/8/2024  11:21:00 AM Chg.-0.010 Bid11/8/2024 Ask- Underlying Strike price Expiration date Option type
3.680EUR -0.27% 3.680
Bid Size: 4,000		 -
Ask Size: -		 D R Horton Inc 130.00 - 1/17/2025 Call
 

Master data

WKN: PE9AJV
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 2.57
Implied volatility: 0.85
Historic volatility: 0.30
Parity: 2.57
Time value: 1.12
Break-even: 166.90
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 0.44
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.75
Theta: -0.14
Omega: 3.18
Rho: 0.15
 

Quote data

Open: 3.670
High: 3.690
Low: 3.650
Previous Close: 3.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -30.96%
3 Months
  -17.86%
YTD  
+8.24%
1 Year  
+117.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.090 3.610
1M High / 1M Low: 6.170 3.610
6M High / 6M Low: 6.230 1.650
High (YTD): 9/19/2024 6.230
Low (YTD): 7/4/2024 1.650
52W High: 9/19/2024 6.230
52W Low: 11/9/2023 1.640
Avg. price 1W:   3.808
Avg. volume 1W:   0.000
Avg. price 1M:   4.788
Avg. volume 1M:   0.000
Avg. price 6M:   4.060
Avg. volume 6M:   51.758
Avg. price 1Y:   3.500
Avg. volume 1Y:   26.688
Volatility 1M:   124.32%
Volatility 6M:   134.31%
Volatility 1Y:   118.15%
Volatility 3Y:   -