BNP Paribas Call 120 DHI 21.06.2024
/ DE000PN7B232
BNP Paribas Call 120 DHI 21.06.20.../ DE000PN7B232 /
| 2024-05-10 1:41:43 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
- |
-
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: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
1.88 |
| Historic volatility: |
0.28 |
| Parity: |
1.47 |
| Time value: |
1.40 |
| Break-even: |
148.70 |
| Moneyness: |
1.12 |
| Premium: |
0.10 |
| Premium p.a.: |
7.35 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.57 |
| Omega: |
3.23 |
| Rho: |
0.03 |
Quote data
| Open: |
2.86 |
| High: |
2.87 |
| Low: |
2.86 |
| Previous Close: |
2.76 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.81% |
| 3 Months |
|
|
-12.23% |
| YTD |
|
|
-16.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.02 |
2.76 |
| 6M High / 6M Low: |
4.11 |
1.89 |
| High (YTD): |
2024-03-25 |
4.11 |
| Low (YTD): |
2024-05-02 |
2.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.66% |
| Volatility 6M: |
|
123.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
