BNP Paribas Call 150 DHI 20.12.2024
/ DE000PN5A7V1
BNP Paribas Call 150 DHI 20.12.20.../ DE000PN5A7V1 /
| 09/09/2024 08:26:18 |
Chg.+0.28 |
Bid21:39:39 |
Ask21:39:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
+8.12% |
3.87
Bid Size: 7,800 |
3.88
Ask Size: 7,800 |
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: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.29 |
| Parity: |
3.26 |
| Time value: |
0.45 |
| Break-even: |
172.40 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
3.89 |
| Rho: |
0.30 |
Quote data
| Open: |
3.73 |
| High: |
3.73 |
| Low: |
3.73 |
| Previous Close: |
3.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.87% |
| 1 Month |
|
|
+29.07% |
| 3 Months |
|
|
+210.83% |
| YTD |
|
|
+66.52% |
| 1 Year |
|
|
+280.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.88 |
3.45 |
| 1M High / 1M Low: |
4.17 |
2.80 |
| 6M High / 6M Low: |
4.17 |
0.67 |
| High (YTD): |
26/08/2024 |
4.17 |
| Low (YTD): |
08/07/2024 |
0.67 |
| 52W High: |
26/08/2024 |
4.17 |
| 52W Low: |
30/10/2023 |
0.45 |
| Avg. price 1W: |
|
3.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.70 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
95.74% |
| Volatility 6M: |
|
201.95% |
| Volatility 1Y: |
|
173.34% |
| Volatility 3Y: |
|
- |
