BNP Paribas Call 140 DHI 20.09.20.../  DE000PC390R9  /

EUWAX
2024-06-04  8:18:10 AM Chg.-0.12 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.40EUR -7.89% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 140.00 USD 2024-09-20 Call
 

Master data

WKN: PC390R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.42
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 0.64
Implied volatility: 0.35
Historic volatility: 0.28
Parity: 0.64
Time value: 0.79
Break-even: 142.65
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.66
Theta: -0.05
Omega: 6.20
Rho: 0.22
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month
  -11.39%
3 Months
  -36.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.52 1.04
1M High / 1M Low: 2.24 1.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.29
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -