BNP Paribas Call 180 DHI 20.09.2024
/ DE000PC6NLV1
BNP Paribas Call 180 DHI 20.09.20.../ DE000PC6NLV1 /
| 13/09/2024 21:50:24 |
Chg.+0.490 |
Bid21:59:35 |
Ask21:59:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.380EUR |
+55.06% |
1.390
Bid Size: 3,600 |
1.410
Ask Size: 3,600 |
D R Horton Inc |
180.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PC6NLV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
0.80 |
| Time value: |
0.13 |
| Break-even: |
171.77 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.79 |
| Theta: |
-0.22 |
| Omega: |
14.56 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
1.390 |
| Low: |
0.920 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.35% |
| 1 Month |
|
|
+160.38% |
| 3 Months |
|
|
+1154.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.640 |
| 1M High / 1M Low: |
1.330 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
