BNP Paribas Call 140 DHI 20.06.2025
/ DE000PC9W9M9
BNP Paribas Call 140 DHI 20.06.20.../ DE000PC9W9M9 /
| 18/10/2024 21:50:42 |
Chg.+0.310 |
Bid21:58:11 |
Ask21:58:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.760EUR |
+5.69% |
5.730
Bid Size: 3,600 |
5.750
Ask Size: 3,600 |
D R Horton Inc |
140.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
PC9W9M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.40 |
| Intrinsic value: |
5.02 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
5.02 |
| Time value: |
0.72 |
| Break-even: |
186.22 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
2.74 |
| Rho: |
0.67 |
Quote data
| Open: |
5.420 |
| High: |
5.770 |
| Low: |
5.380 |
| Previous Close: |
5.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.25% |
| 1 Month |
|
|
-0.52% |
| 3 Months |
|
|
+30.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.760 |
5.080 |
| 1M High / 1M Low: |
5.790 |
4.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
