BNP Paribas Call 140 DHI 17.01.2025
/ DE000PE9AJW2
BNP Paribas Call 140 DHI 17.01.20.../ DE000PE9AJW2 /
| 2024-09-11 8:47:31 AM |
Chg.-0.02 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.67EUR |
-0.43% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
140.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.29 |
| Parity: |
3.02 |
| Time value: |
1.74 |
| Break-even: |
187.60 |
| Moneyness: |
1.22 |
| Premium: |
0.10 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
0.63% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
2.68 |
| Rho: |
0.28 |
Quote data
| Open: |
4.67 |
| High: |
4.67 |
| Low: |
4.67 |
| Previous Close: |
4.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.66% |
| 1 Month |
|
|
+25.20% |
| 3 Months |
|
|
+179.64% |
| YTD |
|
|
+65.02% |
| 1 Year |
|
|
+243.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.69 |
4.34 |
| 1M High / 1M Low: |
5.07 |
3.64 |
| 6M High / 6M Low: |
5.07 |
1.16 |
| High (YTD): |
2024-08-26 |
5.07 |
| Low (YTD): |
2024-07-08 |
1.16 |
| 52W High: |
2024-08-26 |
5.07 |
| 52W Low: |
2023-10-25 |
0.66 |
| Avg. price 1W: |
|
4.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.32% |
| Volatility 6M: |
|
160.09% |
| Volatility 1Y: |
|
140.67% |
| Volatility 3Y: |
|
- |
