BNP Paribas Call 100 DHI 20.12.2024
/ DE000PE9AJL5
BNP Paribas Call 100 DHI 20.12.20.../ DE000PE9AJL5 /
| 2024-06-06 8:44:30 AM |
Chg.+0.15 |
Bid3:24:07 PM |
Ask3:24:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.61EUR |
+3.36% |
4.56
Bid Size: 4,700 |
4.60
Ask Size: 4,700 |
D R Horton Inc |
100.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PE9AJL |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.28 |
| Parity: |
3.43 |
| Time value: |
1.03 |
| Break-even: |
144.60 |
| Moneyness: |
1.34 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
-0.17 |
| Spread %: |
-3.67% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
2.46 |
| Rho: |
0.35 |
Quote data
| Open: |
4.61 |
| High: |
4.61 |
| Low: |
4.61 |
| Previous Close: |
4.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.82% |
| 1 Month |
|
|
-7.62% |
| 3 Months |
|
|
-12.19% |
| YTD |
|
|
-14.15% |
| 1 Year |
|
|
+62.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.83 |
4.16 |
| 1M High / 1M Low: |
5.68 |
4.16 |
| 6M High / 6M Low: |
6.24 |
4.06 |
| High (YTD): |
2024-03-25 |
6.24 |
| Low (YTD): |
2024-05-30 |
4.16 |
| 52W High: |
2024-03-25 |
6.24 |
| 52W Low: |
2023-10-25 |
1.88 |
| Avg. price 1W: |
|
4.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.00 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
95.50% |
| Volatility 6M: |
|
77.46% |
| Volatility 1Y: |
|
77.94% |
| Volatility 3Y: |
|
- |
