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BNP Paribas Call 140 DHI 20.12.20.../  DE000PE9AJQ4  /

Frankfurt Zert./BNP
2024-08-02  9:50:33 PM Chg.-0.120 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
3.980EUR -2.93% 4.010
Bid Size: 4,100		 4.020
Ask Size: 4,100		 D R Horton Inc 140.00 - 2024-12-20 Call
 

Master data

WKN: PE9AJQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.05
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.28
Implied volatility: 0.71
Historic volatility: 0.30
Parity: 2.28
Time value: 1.74
Break-even: 180.20
Moneyness: 1.16
Premium: 0.11
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 0.25%
Delta: 0.72
Theta: -0.09
Omega: 2.93
Rho: 0.30
 

Quote data

Open: 4.020
High: 4.220
Low: 3.460
Previous Close: 4.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.25%
1 Month  
+261.82%
3 Months  
+83.41%
YTD  
+44.73%
1 Year  
+158.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.310 3.980
1M High / 1M Low: 4.310 1.050
6M High / 6M Low: 4.310 1.050
High (YTD): 2024-07-30 4.310
Low (YTD): 2024-07-04 1.050
52W High: 2024-07-30 4.310
52W Low: 2023-10-25 0.600
Avg. price 1W:   4.164
Avg. volume 1W:   0.000
Avg. price 1M:   2.837
Avg. volume 1M:   0.000
Avg. price 6M:   2.277
Avg. volume 6M:   0.000
Avg. price 1Y:   1.904
Avg. volume 1Y:   0.000
Volatility 1M:   279.91%
Volatility 6M:   170.43%
Volatility 1Y:   147.42%
Volatility 3Y:   -