BNP Paribas Call 220 DHI 19.12.20.../  DE000PC25XA8  /

EUWAX
2024-06-20  8:42:38 AM Chg.-0.010 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.480EUR -2.04% -
Bid Size: -
-
Ask Size: -
D R Horton Inc 220.00 USD 2025-12-19 Call
 

Master data

WKN: PC25XA
Issuer: BNP PARIBAS
Currency: EUR
Underlying: D R Horton Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2025-12-19
Issue date: 2024-01-10
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.94
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.28
Parity: -7.50
Time value: 0.52
Break-even: 209.91
Moneyness: 0.63
Premium: 0.62
Premium p.a.: 0.38
Spread abs.: 0.05
Spread %: 10.64%
Delta: 0.21
Theta: -0.02
Omega: 5.27
Rho: 0.33
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -38.46%
3 Months
  -55.96%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.490
1M High / 1M Low: 0.780 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.602
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -