BNP Paribas Call 140 DHI 20.12.2024
/ DE000PE9AJQ4
BNP Paribas Call 140 DHI 20.12.20.../ DE000PE9AJQ4 /
| 09/09/2024 08:46:19 |
Chg.+0.30 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.52EUR |
+7.11% |
-
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: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
2.79 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.29 |
| Parity: |
2.79 |
| Time value: |
1.71 |
| Break-even: |
185.00 |
| Moneyness: |
1.20 |
| Premium: |
0.10 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
2.76 |
| Rho: |
0.22 |
Quote data
| Open: |
4.52 |
| High: |
4.52 |
| Low: |
4.52 |
| Previous Close: |
4.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.62% |
| 1 Month |
|
|
+25.21% |
| 3 Months |
|
|
+216.08% |
| YTD |
|
|
+64.36% |
| 1 Year |
|
|
+258.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.69 |
4.22 |
| 1M High / 1M Low: |
4.98 |
3.52 |
| 6M High / 6M Low: |
4.98 |
1.04 |
| High (YTD): |
26/08/2024 |
4.98 |
| Low (YTD): |
08/07/2024 |
1.04 |
| 52W High: |
26/08/2024 |
4.98 |
| 52W Low: |
25/10/2023 |
0.60 |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.18 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.97% |
| Volatility 6M: |
|
172.37% |
| Volatility 1Y: |
|
149.68% |
| Volatility 3Y: |
|
- |
