BNP Paribas Call 90 DHI 17.01.2025
/ DE000PE9AJR2
BNP Paribas Call 90 DHI 17.01.202.../ DE000PE9AJR2 /
| 23/07/2024 08:43:18 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.22EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
90.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
PE9AJR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
16/02/2023 |
| Last trading day: |
24/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
1.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.43 |
| Intrinsic value: |
7.28 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.30 |
| Parity: |
7.28 |
| Time value: |
0.94 |
| Break-even: |
172.20 |
| Moneyness: |
1.81 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
0.89 |
| Theta: |
-0.07 |
| Omega: |
1.77 |
| Rho: |
0.29 |
Quote data
| Open: |
8.22 |
| High: |
8.22 |
| Low: |
8.22 |
| Previous Close: |
8.02 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+81.06% |
| 3 Months |
|
|
+44.97% |
| YTD |
|
|
+33.23% |
| 1 Year |
|
|
+103.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.22 |
4.48 |
| 6M High / 6M Low: |
8.22 |
4.48 |
| High (YTD): |
23/07/2024 |
8.22 |
| Low (YTD): |
05/07/2024 |
4.48 |
| 52W High: |
23/07/2024 |
8.22 |
| 52W Low: |
25/10/2023 |
2.45 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.99 |
| Avg. volume 1Y: |
|
2.42 |
| Volatility 1M: |
|
133.96% |
| Volatility 6M: |
|
79.32% |
| Volatility 1Y: |
|
75.89% |
| Volatility 3Y: |
|
- |
