BNP Paribas Call 100 DLTR 21.06.2024
/ DE000PN8Y2L2
BNP Paribas Call 100 DLTR 21.06.2.../ DE000PN8Y2L2 /
| 17/06/2024 09:04:10 |
Chg.-0.030 |
Bid16:16:16 |
Ask16:16:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-4.92% |
0.530
Bid Size: 7,800 |
-
Ask Size: - |
Dollar Tree Inc |
100.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PN8Y2L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
0.56 |
| Time value: |
0.03 |
| Break-even: |
99.33 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.90 |
| Theta: |
-0.11 |
| Omega: |
15.09 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.76% |
| 1 Month |
|
|
-72.38% |
| 3 Months |
|
|
-77.61% |
| YTD |
|
|
-86.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.610 |
| 1M High / 1M Low: |
2.100 |
0.610 |
| 6M High / 6M Low: |
4.770 |
0.610 |
| High (YTD): |
12/03/2024 |
4.770 |
| Low (YTD): |
14/06/2024 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.428 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.037 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.25% |
| Volatility 6M: |
|
122.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
