BNP Paribas Call 160 DHI 20.12.2024
/ DE000PN5A7W9
BNP Paribas Call 160 DHI 20.12.20.../ DE000PN5A7W9 /
| 26/09/2024 08:23:40 |
Chg.-0.20 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
-6.39% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN5A7W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.29 |
| Parity: |
2.44 |
| Time value: |
0.46 |
| Break-even: |
172.76 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
4.78 |
| Rho: |
0.26 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
3.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.00% |
| 1 Month |
|
|
-8.15% |
| 3 Months |
|
|
+380.33% |
| YTD |
|
|
+63.69% |
| 1 Year |
|
|
+510.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
2.93 |
| 1M High / 1M Low: |
3.62 |
2.73 |
| 6M High / 6M Low: |
3.62 |
0.41 |
| High (YTD): |
18/09/2024 |
3.62 |
| Low (YTD): |
08/07/2024 |
0.41 |
| 52W High: |
18/09/2024 |
3.62 |
| 52W Low: |
25/10/2023 |
0.32 |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.44 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.60% |
| Volatility 6M: |
|
234.71% |
| Volatility 1Y: |
|
196.67% |
| Volatility 3Y: |
|
- |
