BNP Paribas Call 105 DLTR 20.12.2024
/ DE000PN8Y2S7
BNP Paribas Call 105 DLTR 20.12.2.../ DE000PN8Y2S7 /
| 2024-06-20 9:50:44 PM |
Chg.+0.050 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+3.82% |
1.350
Bid Size: 9,600 |
1.370
Ask Size: 9,600 |
Dollar Tree Inc |
105.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8Y2S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
0.21 |
| Time value: |
1.15 |
| Break-even: |
111.30 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.05 |
| Spread %: |
3.82% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
4.48 |
| Rho: |
0.24 |
Quote data
| Open: |
1.330 |
| High: |
1.380 |
| Low: |
1.260 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-53.26% |
| YTD |
|
|
-68.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.250 |
| 1M High / 1M Low: |
2.360 |
1.250 |
| 6M High / 6M Low: |
4.830 |
1.250 |
| High (YTD): |
2024-03-07 |
4.830 |
| Low (YTD): |
2024-06-14 |
1.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.163 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.94% |
| Volatility 6M: |
|
95.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
