BNP Paribas Call 105 DLTR 20.12.2024
/ DE000PN8Y2S7
BNP Paribas Call 105 DLTR 20.12.2.../ DE000PN8Y2S7 /
| 25/09/2024 21:50:41 |
Chg.-0.004 |
Bid21:58:48 |
Ask21:58:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-5.88% |
0.064
Bid Size: 48,600 |
0.091
Ask Size: 48,600 |
Dollar Tree Inc |
105.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
70.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.35 |
| Parity: |
-3.01 |
| Time value: |
0.09 |
| Break-even: |
94.74 |
| Moneyness: |
0.68 |
| Premium: |
0.49 |
| Premium p.a.: |
4.39 |
| Spread abs.: |
0.03 |
| Spread %: |
37.88% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
8.11 |
| Rho: |
0.02 |
Quote data
| Open: |
0.062 |
| High: |
0.065 |
| Low: |
0.060 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.67% |
| 1 Month |
|
|
-91.58% |
| 3 Months |
|
|
-94.62% |
| YTD |
|
|
-98.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.068 |
| 1M High / 1M Low: |
0.740 |
0.031 |
| 6M High / 6M Low: |
3.480 |
0.031 |
| High (YTD): |
07/03/2024 |
4.830 |
| Low (YTD): |
04/09/2024 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.505 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.18% |
| Volatility 6M: |
|
204.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
