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BNP Paribas Call 130 DHI 20.12.20.../  DE000PE9AJP6  /

Frankfurt Zert./BNP
09/07/2024  17:35:19 Chg.+0.020 Bid17:36:11 Ask17:36:11 Underlying Strike price Expiration date Option type
1.620EUR +1.25% 1.630
Bid Size: 14,000		 1.640
Ask Size: 14,000		 D R Horton Inc 130.00 - 20/12/2024 Call
 

Master data

WKN: PE9AJP
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.81
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.28
Parity: -0.43
Time value: 1.61
Break-even: 146.10
Moneyness: 0.97
Premium: 0.16
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.55
Theta: -0.06
Omega: 4.28
Rho: 0.24
 

Quote data

Open: 1.600
High: 1.630
Low: 1.570
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month
  -19.00%
3 Months
  -54.87%
YTD
  -51.35%
1 Year  
+8.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.600 1.530
1M High / 1M Low: 2.220 1.530
6M High / 6M Low: 4.050 1.530
High (YTD): 28/03/2024 4.050
Low (YTD): 04/07/2024 1.530
52W High: 28/03/2024 4.050
52W Low: 25/10/2023 0.810
Avg. price 1W:   1.572
Avg. volume 1W:   0.000
Avg. price 1M:   1.919
Avg. volume 1M:   0.000
Avg. price 6M:   2.740
Avg. volume 6M:   0.000
Avg. price 1Y:   2.266
Avg. volume 1Y:   0.000
Volatility 1M:   115.95%
Volatility 6M:   114.66%
Volatility 1Y:   109.79%
Volatility 3Y:   -