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BNP Paribas Call 140 DHI 17.01.20.../  DE000PE9AJW2  /

Frankfurt Zert./BNP
11/10/2024  21:50:26 Chg.+0.020 Bid21:59:57 Ask21:59:57 Underlying Strike price Expiration date Option type
4.270EUR +0.47% 4.200
Bid Size: 3,800		 4.210
Ask Size: 3,800		 D R Horton Inc 140.00 - 17/01/2025 Call
 

Master data

WKN: PE9AJW
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 2.72
Implied volatility: 0.84
Historic volatility: 0.29
Parity: 2.72
Time value: 1.56
Break-even: 182.80
Moneyness: 1.19
Premium: 0.09
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 0.23%
Delta: 0.74
Theta: -0.13
Omega: 2.89
Rho: 0.22
 

Quote data

Open: 4.240
High: 4.380
Low: 4.220
Previous Close: 4.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.73%
1 Month
  -10.48%
3 Months  
+87.28%
YTD  
+50.88%
1 Year  
+493.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.490 4.250
1M High / 1M Low: 5.390 4.250
6M High / 6M Low: 5.390 1.160
High (YTD): 19/09/2024 5.390
Low (YTD): 04/07/2024 1.160
52W High: 19/09/2024 5.390
52W Low: 25/10/2023 0.650
Avg. price 1W:   4.368
Avg. volume 1W:   0.000
Avg. price 1M:   4.808
Avg. volume 1M:   0.000
Avg. price 6M:   3.118
Avg. volume 6M:   0.000
Avg. price 1Y:   2.638
Avg. volume 1Y:   0.000
Volatility 1M:   76.62%
Volatility 6M:   153.06%
Volatility 1Y:   135.35%
Volatility 3Y:   -