BNP Paribas Call 180 DHI 20.09.2024
/ DE000PC6NLV1
BNP Paribas Call 180 DHI 20.09.20.../ DE000PC6NLV1 /
| 2024-09-11 8:34:36 AM |
Chg.-0.040 |
Bid8:43:08 PM |
Ask8:43:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-4.71% |
0.690
Bid Size: 5,400 |
0.700
Ask Size: 5,400 |
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: |
18.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
0.68 |
| Time value: |
0.24 |
| Break-even: |
172.54 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.03 |
| Spread %: |
3.37% |
| Delta: |
0.73 |
| Theta: |
-0.25 |
| Omega: |
13.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+58.82% |
| 3 Months |
|
|
+810.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.640 |
| 1M High / 1M Low: |
1.300 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
