BNP Paribas Call 140 DHI 20.12.2024
/ DE000PE9AJQ4
BNP Paribas Call 140 DHI 20.12.20.../ DE000PE9AJQ4 /
26/09/2024 08:43:00 |
Chg.-0.22 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
4.51EUR |
-4.65% |
- Bid Size: - |
- Ask Size: - |
D R Horton Inc |
140.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/02/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.01 |
Intrinsic value: |
2.82 |
Implied volatility: |
1.04 |
Historic volatility: |
0.29 |
Parity: |
2.82 |
Time value: |
1.91 |
Break-even: |
187.30 |
Moneyness: |
1.20 |
Premium: |
0.11 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.27 |
Spread %: |
6.05% |
Delta: |
0.74 |
Theta: |
-0.17 |
Omega: |
2.62 |
Rho: |
0.18 |
Quote data
Open: |
4.51 |
High: |
4.51 |
Low: |
4.51 |
Previous Close: |
4.73 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.26% |
1 Month |
|
|
-4.45% |
3 Months |
|
|
+229.20% |
YTD |
|
|
+64.00% |
1 Year |
|
|
+443.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.14 |
4.51 |
1M High / 1M Low: |
5.25 |
4.22 |
6M High / 6M Low: |
5.25 |
1.04 |
High (YTD): |
19/09/2024 |
5.25 |
Low (YTD): |
08/07/2024 |
1.04 |
52W High: |
19/09/2024 |
5.25 |
52W Low: |
25/10/2023 |
0.60 |
Avg. price 1W: |
|
4.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.72 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.85 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.37 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
69.45% |
Volatility 6M: |
|
170.99% |
Volatility 1Y: |
|
147.89% |
Volatility 3Y: |
|
- |