BNP Paribas Call 200 DHI 17.01.2025
/ DE000PC7ZGG4
BNP Paribas Call 200 DHI 17.01.20.../ DE000PC7ZGG4 /
| 11/10/2024 08:40:22 |
Chg.-0.050 |
Bid21:35:27 |
Ask21:35:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-7.14% |
0.650
Bid Size: 14,400 |
0.660
Ask Size: 14,400 |
D R Horton Inc |
200.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC7ZGG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-1.52 |
| Time value: |
0.67 |
| Break-even: |
189.62 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
9.08 |
| Rho: |
0.15 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-37.50% |
| 3 Months |
|
|
+622.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.700 |
| 1M High / 1M Low: |
1.360 |
0.700 |
| 6M High / 6M Low: |
1.360 |
0.066 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.574 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.22% |
| Volatility 6M: |
|
365.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
