BNP Paribas Call 140 DHI 21.06.2024
/ DE000PN7B257
BNP Paribas Call 140 DHI 21.06.20.../ DE000PN7B257 /
| 2024-06-05 8:22:31 AM |
Chg.-0.190 |
Bid12:35:56 PM |
Ask12:35:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-24.05% |
0.610
Bid Size: 4,919 |
0.650
Ask Size: 4,616 |
D R Horton Inc |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN7B25 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
21.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.36 |
| Time value: |
0.25 |
| Break-even: |
134.76 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.66 |
| Theta: |
-0.12 |
| Omega: |
14.36 |
| Rho: |
0.04 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
-41.18% |
| 3 Months |
|
|
-66.29% |
| YTD |
|
|
-70.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.420 |
| 1M High / 1M Low: |
1.770 |
0.420 |
| 6M High / 6M Low: |
2.460 |
0.420 |
| High (YTD): |
2024-03-25 |
2.460 |
| Low (YTD): |
2024-05-30 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.511 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.76% |
| Volatility 6M: |
|
266.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
