BNP Paribas Call 130 DHI 21.06.2024
/ DE000PN7B240
BNP Paribas Call 130 DHI 21.06.20.../ DE000PN7B240 /
| 2024-05-31 9:50:32 PM |
Chg.+0.120 |
Bid9:59:50 PM |
Ask9:55:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
+8.05% |
1.720
Bid Size: 4,600 |
-
Ask Size: - |
D R Horton Inc |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B24 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
1.43 |
| Time value: |
0.10 |
| Break-even: |
135.32 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.89 |
| Theta: |
-0.07 |
| Omega: |
7.80 |
| Rho: |
0.06 |
Quote data
| Open: |
1.510 |
| High: |
1.670 |
| Low: |
1.490 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.38% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
-28.44% |
| YTD |
|
|
-40.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.200 |
| 1M High / 1M Low: |
2.610 |
1.200 |
| 6M High / 6M Low: |
3.370 |
1.100 |
| High (YTD): |
2024-03-28 |
3.370 |
| Low (YTD): |
2024-05-29 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.173 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.04% |
| Volatility 6M: |
|
169.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
