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BNP Paribas Call 150 DHI 20.12.20.../  DE000PN5A7V1  /

Frankfurt Zert./BNP
11/10/2024  21:50:33 Chg.+0.030 Bid21:59:54 Ask21:59:54 Underlying Strike price Expiration date Option type
3.350EUR +0.90% 3.280
Bid Size: 3,900		 3.290
Ask Size: 3,900		 D R Horton Inc 150.00 USD 20/12/2024 Call
 

Master data

WKN: PN5A7V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 20/12/2024
Issue date: 27/06/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.02
Leverage: Yes

Calculated values

Fair value: 3.18
Intrinsic value: 3.05
Implied volatility: 0.43
Historic volatility: 0.29
Parity: 3.05
Time value: 0.29
Break-even: 170.59
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.30%
Delta: 0.88
Theta: -0.06
Omega: 4.43
Rho: 0.22
 

Quote data

Open: 3.320
High: 3.450
Low: 3.290
Previous Close: 3.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.74%
1 Month
  -5.63%
3 Months  
+137.59%
YTD  
+49.55%
1 Year  
+431.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.570 3.320
1M High / 1M Low: 4.460 3.320
6M High / 6M Low: 4.460 0.680
High (YTD): 19/09/2024 4.460
Low (YTD): 04/07/2024 0.680
52W High: 19/09/2024 4.460
52W Low: 30/10/2023 0.440
Avg. price 1W:   3.472
Avg. volume 1W:   0.000
Avg. price 1M:   3.897
Avg. volume 1M:   268.273
Avg. price 6M:   2.371
Avg. volume 6M:   45.400
Avg. price 1Y:   1.996
Avg. volume 1Y:   23.055
Volatility 1M:   98.16%
Volatility 6M:   192.95%
Volatility 1Y:   166.79%
Volatility 3Y:   -