BNP Paribas Call 140 DHI 17.01.2025
/ DE000PE9AJW2
BNP Paribas Call 140 DHI 17.01.20.../ DE000PE9AJW2 /
| 15/11/2024 08:44:59 |
Chg.+0.22 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
+9.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.31 |
| Parity: |
1.35 |
| Time value: |
1.02 |
| Break-even: |
163.70 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.03 |
| Spread %: |
1.28% |
| Delta: |
0.69 |
| Theta: |
-0.12 |
| Omega: |
4.47 |
| Rho: |
0.14 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.36% |
| 1 Month |
|
|
-48.58% |
| 3 Months |
|
|
-35.29% |
| YTD |
|
|
-10.60% |
| 1 Year |
|
|
+69.80% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.31 |
| 1M High / 1M Low: |
5.20 |
2.31 |
| 6M High / 6M Low: |
5.35 |
1.16 |
| High (YTD): |
19/09/2024 |
5.35 |
| Low (YTD): |
08/07/2024 |
1.16 |
| 52W High: |
19/09/2024 |
5.35 |
| 52W Low: |
08/07/2024 |
1.16 |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.90 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
175.15% |
| Volatility 6M: |
|
159.07% |
| Volatility 1Y: |
|
140.77% |
| Volatility 3Y: |
|
- |
