OverviewChartNewsTraderScreen

BNP Paribas Call 90 DHI 20.12.202.../  DE000PE9AJK7  /

Frankfurt Zert./BNP
09/07/2024  09:50:39 Chg.0.000 Bid09:55:05 Ask- Underlying Strike price Expiration date Option type
4.540EUR 0.00% 4.540
Bid Size: 1,225		 -
Ask Size: -		 D R Horton Inc 90.00 - 20/12/2024 Call
 

Master data

WKN: PE9AJK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 20/12/2024
Issue date: 16/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 3.74
Intrinsic value: 3.57
Implied volatility: 0.78
Historic volatility: 0.28
Parity: 3.57
Time value: 0.97
Break-even: 135.40
Moneyness: 1.40
Premium: 0.08
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 0.22%
Delta: 0.82
Theta: -0.06
Omega: 2.28
Rho: 0.26
 

Quote data

Open: 4.540
High: 4.540
Low: 4.530
Previous Close: 4.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.11%
1 Month
  -8.65%
3 Months
  -31.73%
YTD
  -26.06%
1 Year  
+32.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.540 4.420
1M High / 1M Low: 5.340 4.420
6M High / 6M Low: 7.200 4.420
High (YTD): 28/03/2024 7.200
Low (YTD): 04/07/2024 4.420
52W High: 28/03/2024 7.200
52W Low: 25/10/2023 2.370
Avg. price 1W:   4.494
Avg. volume 1W:   0.000
Avg. price 1M:   4.928
Avg. volume 1M:   0.000
Avg. price 6M:   5.701
Avg. volume 6M:   0.000
Avg. price 1Y:   4.818
Avg. volume 1Y:   0.000
Volatility 1M:   60.43%
Volatility 6M:   67.72%
Volatility 1Y:   68.51%
Volatility 3Y:   -