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BNP Paribas Call 140 DHI 20.12.20.../  DE000PE9AJQ4  /

EUWAX
2024-06-06  8:44:30 AM Chg.+0.11 Bid10:13:02 AM Ask10:13:02 AM Underlying Strike price Expiration date Option type
1.79EUR +6.55% 1.80
Bid Size: 2,600		 1.84
Ask Size: 2,600		 D R Horton Inc 140.00 - 2024-12-20 Call
 

Master data

WKN: PE9AJQ
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-02-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.38
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.28
Parity: -0.57
Time value: 1.82
Break-even: 158.20
Moneyness: 0.96
Premium: 0.18
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 0.55%
Delta: 0.55
Theta: -0.05
Omega: 4.05
Rho: 0.30
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.13%
1 Month
  -17.13%
3 Months
  -28.69%
YTD
  -34.91%
1 Year  
+55.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.96 1.49
1M High / 1M Low: 2.68 1.49
6M High / 6M Low: 3.29 1.49
High (YTD): 2024-03-25 3.29
Low (YTD): 2024-05-30 1.49
52W High: 2024-03-25 3.29
52W Low: 2023-10-25 0.60
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   2.00
Avg. volume 1M:   0.00
Avg. price 6M:   2.35
Avg. volume 6M:   0.00
Avg. price 1Y:   1.78
Avg. volume 1Y:   0.00
Volatility 1M:   178.73%
Volatility 6M:   132.96%
Volatility 1Y:   123.08%
Volatility 3Y:   -