BNP Paribas Call 150 DHI 20.09.2024
/ DE000PC390S7
BNP Paribas Call 150 DHI 20.09.20.../ DE000PC390S7 /
| 09/08/2024 20:20:58 |
Chg.+0.060 |
Bid20:42:04 |
Ask20:42:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+2.56% |
2.410
Bid Size: 8,200 |
2.420
Ask Size: 8,200 |
D R Horton Inc |
150.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC390S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
31/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
2.08 |
| Time value: |
0.28 |
| Break-even: |
161.03 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
5.65 |
| Rho: |
0.13 |
Quote data
| Open: |
2.330 |
| High: |
2.550 |
| Low: |
2.330 |
| Previous Close: |
2.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.41% |
| 1 Month |
|
|
+627.27% |
| 3 Months |
|
|
+106.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.740 |
2.180 |
| 1M High / 1M Low: |
3.080 |
0.330 |
| 6M High / 6M Low: |
3.080 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
532.77% |
| Volatility 6M: |
|
294.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
