BNP Paribas Call 220 DHI 16.01.20.../  DE000PC25XC4  /

EUWAX
2024-06-24  8:39:57 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.580EUR +1.75% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 220.00 USD 2026-01-16 Call
 

Master data

WKN: PC25XC
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2026-01-16
Issue date: 2024-01-10
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.84
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.29
Parity: -7.26
Time value: 0.61
Break-even: 211.94
Moneyness: 0.65
Premium: 0.59
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 3.39%
Delta: 0.23
Theta: -0.02
Omega: 5.08
Rho: 0.39
 

Quote data

Open: 0.580
High: 0.580
Low: 0.580
Previous Close: 0.570
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month
  -10.77%
3 Months
  -56.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.530
1M High / 1M Low: 0.740 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.618
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -