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

EUWAX
2024-07-10  8:14:26 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.810EUR -2.41% -
Bid Size: -		 -
Ask Size: -		 D R Horton Inc 150.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-04-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.15
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -1.29
Time value: 0.83
Break-even: 147.01
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.42
Theta: -0.04
Omega: 6.39
Rho: 0.23
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.22%
1 Month
  -32.50%
3 Months
  -56.68%
YTD
  -65.09%
1 Year
  -27.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.770
1M High / 1M Low: 1.270 0.770
6M High / 6M Low: 2.820 0.770
High (YTD): 2024-03-25 2.820
Low (YTD): 2024-07-08 0.770
52W High: 2024-03-25 2.820
52W Low: 2023-10-25 0.490
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   1.046
Avg. volume 1M:   0.000
Avg. price 6M:   1.763
Avg. volume 6M:   0.000
Avg. price 1Y:   1.482
Avg. volume 1Y:   0.000
Volatility 1M:   128.28%
Volatility 6M:   144.79%
Volatility 1Y:   134.56%
Volatility 3Y:   -