BNP Paribas Call 140 DHI 20.06.20.../  DE000PC9W9M9  /

Frankfurt Zert./BNP
7/17/2024  2:21:05 PM Chg.-0.120 Bid2:31:41 PM Ask2:31:41 PM Underlying Strike price Expiration date Option type
3.330EUR -3.48% 3.300
Bid Size: 5,300
3.360
Ask Size: 5,300
D R Horton Inc 140.00 USD 6/20/2025 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: 6/20/2025
Issue date: 5/15/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.29
Leverage: Yes

Calculated values

Fair value: 3.04
Intrinsic value: 2.04
Implied volatility: 0.39
Historic volatility: 0.29
Parity: 2.04
Time value: 1.43
Break-even: 163.12
Moneyness: 1.16
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.29%
Delta: 0.75
Theta: -0.03
Omega: 3.21
Rho: 0.71
 

Quote data

Open: 3.430
High: 3.450
Low: 3.330
Previous Close: 3.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+67.34%
1 Month  
+43.53%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.450 1.990
1M High / 1M Low: 3.450 1.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.734
Avg. volume 1W:   0.000
Avg. price 1M:   2.163
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -