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BNP Paribas Call 150 DHI 17.01.20.../  DE000PN2HWG7  /

Frankfurt Zert./BNP
10/18/2024  9:50:37 PM Chg.+0.330 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
4.440EUR +8.03% 4.390
Bid Size: 3,500		 4.400
Ask Size: 3,500		 D R Horton Inc 150.00 USD 1/17/2025 Call
 

Master data

WKN: PN2HWG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 1/17/2025
Issue date: 4/25/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.07
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 4.10
Implied volatility: 0.45
Historic volatility: 0.29
Parity: 4.10
Time value: 0.30
Break-even: 182.02
Moneyness: 1.30
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.23%
Delta: 0.91
Theta: -0.05
Omega: 3.69
Rho: 0.29
 

Quote data

Open: 4.080
High: 4.450
Low: 4.040
Previous Close: 4.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.95%
1 Month
  -3.06%
3 Months  
+40.06%
YTD  
+90.56%
1 Year  
+788.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.440 3.750
1M High / 1M Low: 4.580 3.440
6M High / 6M Low: 4.580 0.790
High (YTD): 9/19/2024 4.580
Low (YTD): 7/4/2024 0.790
52W High: 9/19/2024 4.580
52W Low: 10/25/2023 0.480
Avg. price 1W:   4.096
Avg. volume 1W:   0.000
Avg. price 1M:   3.949
Avg. volume 1M:   0.000
Avg. price 6M:   2.587
Avg. volume 6M:   0.000
Avg. price 1Y:   2.183
Avg. volume 1Y:   0.000
Volatility 1M:   90.61%
Volatility 6M:   176.85%
Volatility 1Y:   154.80%
Volatility 3Y:   -