BNP Paribas Call 160 DHI 16.01.20.../  DE000PC2X6M1  /

EUWAX
2024-06-24  8:32:31 AM Chg.+0.05 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.96EUR +2.62% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 160.00 USD 2026-01-16 Call
 

Master data

WKN: PC2X6M
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-04
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.69
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.29
Parity: -1.65
Time value: 1.99
Break-even: 169.60
Moneyness: 0.89
Premium: 0.27
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.02%
Delta: 0.53
Theta: -0.03
Omega: 3.56
Rho: 0.80
 

Quote data

Open: 1.96
High: 1.96
Low: 1.96
Previous Close: 1.91
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month
  -5.77%
3 Months
  -41.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.04 1.80
1M High / 1M Low: 2.30 1.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.91
Avg. volume 1W:   0.00
Avg. price 1M:   2.02
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -