BNP Paribas Call 180 DHI 20.12.2024
/ DE000PC2X6J7
BNP Paribas Call 180 DHI 20.12.20.../ DE000PC2X6J7 /
| 26/09/2024 08:34:17 |
Chg.-0.16 |
Bid14:00:11 |
Ask14:00:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-8.94% |
1.65
Bid Size: 5,300 |
1.71
Ask Size: 5,300 |
D R Horton Inc |
180.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2X6J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
D R Horton Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.64 |
| Time value: |
0.97 |
| Break-even: |
177.83 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
6.65 |
| Rho: |
0.21 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.58% |
| 1 Month |
|
|
-22.01% |
| 3 Months |
|
|
+579.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.79 |
| 1M High / 1M Low: |
2.22 |
1.54 |
| 6M High / 6M Low: |
2.22 |
0.14 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.81% |
| Volatility 6M: |
|
316.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
