BNP Paribas Call 170 DHI 20.12.20.../  DE000PC2X6K5  /

EUWAX
7/9/2024  8:34:24 AM Chg.+0.020 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.270EUR +8.00% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 170.00 USD 12/20/2024 Call
 

Master data

WKN: PC2X6K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 12/20/2024
Issue date: 1/4/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 44.91
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.28
Parity: -3.12
Time value: 0.28
Break-even: 159.76
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 3.70%
Delta: 0.20
Theta: -0.03
Omega: 9.07
Rho: 0.10
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -50.00%
3 Months
  -80.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.520 0.250
6M High / 6M Low: 1.690 0.250
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.929
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.44%
Volatility 6M:   189.88%
Volatility 1Y:   -
Volatility 3Y:   -