BNP Paribas Call 170 DHI 17.01.20.../  DE000PC390V1  /

EUWAX
7/9/2024  8:18:38 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.340EUR +9.68% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 170.00 USD 1/17/2025 Call
 

Master data

WKN: PC390V
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 1/17/2025
Issue date: 1/31/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.92
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -3.12
Time value: 0.35
Break-even: 160.46
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.23
Theta: -0.03
Omega: 8.19
Rho: 0.13
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month
  -46.03%
3 Months
  -77.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.310
1M High / 1M Low: 0.600 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.481
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -