BNP Paribas Call 150 DHI 16.01.2026
/ DE000PC1L146
BNP Paribas Call 150 DHI 16.01.20.../ DE000PC1L146 /
| 18/10/2024 21:50:36 |
Chg.+0.320 |
Bid21:58:07 |
Ask21:58:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.710EUR |
+5.94% |
5.680
Bid Size: 3,900 |
5.700
Ask Size: 3,900 |
D R Horton Inc |
150.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1L14 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.86 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
3.78 |
| Time value: |
1.63 |
| Break-even: |
192.62 |
| Moneyness: |
1.27 |
| Premium: |
0.09 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.37% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
2.62 |
| Rho: |
1.09 |
Quote data
| Open: |
5.350 |
| High: |
5.720 |
| Low: |
5.310 |
| Previous Close: |
5.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.71% |
| 1 Month |
|
|
+0.53% |
| 3 Months |
|
|
+28.89% |
| YTD |
|
|
+78.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.710 |
5.040 |
| 1M High / 1M Low: |
5.710 |
4.750 |
| 6M High / 6M Low: |
5.710 |
1.880 |
| High (YTD): |
18/10/2024 |
5.710 |
| Low (YTD): |
04/07/2024 |
1.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.79% |
| Volatility 6M: |
|
106.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
