BNP Paribas Call 130 DHI 20.12.2024
/ DE000PE9AJP6
BNP Paribas Call 130 DHI 20.12.20.../ DE000PE9AJP6 /
| 2024-06-06 8:44:30 AM |
Chg.+0.13 |
Bid8:40:15 PM |
Ask8:40:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
+5.75% |
2.24
Bid Size: 6,200 |
2.25
Ask Size: 6,200 |
D R Horton Inc |
130.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PE9AJP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.28 |
| Parity: |
0.43 |
| Time value: |
1.99 |
| Break-even: |
154.20 |
| Moneyness: |
1.03 |
| Premium: |
0.15 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
3.50 |
| Rho: |
0.33 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.73% |
| 1 Month |
|
|
-13.72% |
| 3 Months |
|
|
-23.15% |
| YTD |
|
|
-28.01% |
| 1 Year |
|
|
+63.70% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.57 |
2.03 |
| 1M High / 1M Low: |
3.34 |
2.03 |
| 6M High / 6M Low: |
3.95 |
2.03 |
| High (YTD): |
2024-03-25 |
3.95 |
| Low (YTD): |
2024-05-30 |
2.03 |
| 52W High: |
2024-03-25 |
3.95 |
| 52W Low: |
2023-10-25 |
0.82 |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
151.00% |
| Volatility 6M: |
|
114.68% |
| Volatility 1Y: |
|
109.57% |
| Volatility 3Y: |
|
- |
