BNP Paribas Call 120 DHI 21.06.2024
/ DE000PN7B232
BNP Paribas Call 120 DHI 21.06.20.../ DE000PN7B232 /
| 2024-05-10 9:50:31 PM |
Chg.+0.050 |
Bid9:59:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.880EUR |
+1.77% |
-
Bid Size: - |
-
Ask Size: - |
D R Horton Inc |
120.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B23 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-05-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
2.10 |
| Historic volatility: |
0.28 |
| Parity: |
1.22 |
| Time value: |
1.65 |
| Break-even: |
148.70 |
| Moneyness: |
1.10 |
| Premium: |
0.12 |
| Premium p.a.: |
13.60 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.66 |
| Omega: |
3.09 |
| Rho: |
0.03 |
Quote data
| Open: |
2.860 |
| High: |
2.930 |
| Low: |
2.820 |
| Previous Close: |
2.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.86% |
| 3 Months |
|
|
-8.57% |
| YTD |
|
|
-15.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.060 |
2.730 |
| 6M High / 6M Low: |
4.230 |
1.880 |
| High (YTD): |
2024-03-28 |
4.230 |
| Low (YTD): |
2024-04-19 |
2.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.024 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.34% |
| Volatility 6M: |
|
121.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
