BNP Paribas Call 180 DHI 20.09.2024
/ DE000PC6NLV1
BNP Paribas Call 180 DHI 20.09.20.../ DE000PC6NLV1 /
| 2024-08-01 8:29:54 AM |
Chg.-0.060 |
Bid9:27:44 AM |
Ask9:27:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-6.52% |
0.850
Bid Size: 3,530 |
0.910
Ask Size: 3,297 |
D R Horton Inc |
180.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
0.04 |
| Time value: |
0.89 |
| Break-even: |
175.73 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.55 |
| Theta: |
-0.09 |
| Omega: |
9.84 |
| Rho: |
0.11 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.26% |
| 1 Month |
|
|
+1463.64% |
| 3 Months |
|
|
+273.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.530 |
| 1M High / 1M Low: |
0.920 |
0.024 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,162.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
