BNP Paribas Call 200 DHI 16.01.20.../  DE000PC25XB6  /

EUWAX
6/28/2024  8:40:38 AM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.850EUR +2.41% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 200.00 USD 1/16/2026 Call
 

Master data

WKN: PC25XB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 1/16/2026
Issue date: 1/10/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.16
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -5.49
Time value: 0.87
Break-even: 195.48
Moneyness: 0.71
Premium: 0.48
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.31
Theta: -0.02
Omega: 4.65
Rho: 0.49
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.16%
1 Month
  -14.14%
3 Months
  -54.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.830
1M High / 1M Low: 1.100 0.810
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.870
Avg. volume 1W:   0.000
Avg. price 1M:   0.918
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -