BNP Paribas Call 170 DHI 20.12.20.../  DE000PC2X6K5  /

EUWAX
2024-06-24  8:32:31 AM Chg.+0.020 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.450EUR +4.65% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 170.00 USD 2024-12-20 Call
 

Master data

WKN: PC2X6K
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-12-20
Issue date: 2024-01-04
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.96
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -2.58
Time value: 0.46
Break-even: 163.66
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.52
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.28
Theta: -0.03
Omega: 8.01
Rho: 0.16
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -21.05%
3 Months
  -72.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.390
1M High / 1M Low: 0.700 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -