BNP Paribas Call 150 DHI 20.09.2024
/ DE000PC390S7
BNP Paribas Call 150 DHI 20.09.20.../ DE000PC390S7 /
| 2024-06-04 9:50:43 PM |
Chg.-0.170 |
Bid9:53:57 PM |
Ask9:53:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-18.48% |
0.760
Bid Size: 3,948 |
0.770
Ask Size: 3,897 |
D R Horton Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC390S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
14.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.28 |
| Time value: |
0.92 |
| Break-even: |
146.72 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.52 |
| Theta: |
-0.05 |
| Omega: |
7.54 |
| Rho: |
0.18 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.730 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.74% |
| 1 Month |
|
|
-36.97% |
| 3 Months |
|
|
-54.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.690 |
| 1M High / 1M Low: |
1.590 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
