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

EUWAX
02/08/2024  08:18:03 Chg.-0.09 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
2.17EUR -3.98% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 170.00 USD 17/01/2025 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: 17/01/2025
Issue date: 31/01/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.33
Leverage: Yes

Calculated values

Fair value: 1.82
Intrinsic value: 0.70
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 0.70
Time value: 1.52
Break-even: 178.01
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 0.45%
Delta: 0.64
Theta: -0.06
Omega: 4.69
Rho: 0.38
 

Quote data

Open: 2.17
High: 2.17
Low: 2.17
Previous Close: 2.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.04%
1 Month  
+557.58%
3 Months  
+143.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.34 2.12
1M High / 1M Low: 2.34 0.31
6M High / 6M Low: 2.34 0.31
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.34
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   446.02%
Volatility 6M:   251.24%
Volatility 1Y:   -
Volatility 3Y:   -