BNP Paribas Call 110 DLTR 20.12.2024
/ DE000PN77DV4
BNP Paribas Call 110 DLTR 20.12.2.../ DE000PN77DV4 /
| 6/19/2024 9:50:24 PM |
Chg.-0.020 |
Bid6/19/2024 |
Ask6/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-1.83% |
1.070
Bid Size: 2,804 |
-
Ask Size: - |
Dollar Tree Inc |
110.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN77DV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
-0.26 |
| Time value: |
1.12 |
| Break-even: |
113.63 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
4.88 |
| Rho: |
0.22 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.070 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.96% |
| 1 Month |
|
|
-41.85% |
| 3 Months |
|
|
-60.52% |
| YTD |
|
|
-72.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.020 |
| 1M High / 1M Low: |
2.070 |
1.020 |
| 6M High / 6M Low: |
4.460 |
1.020 |
| High (YTD): |
3/7/2024 |
4.460 |
| Low (YTD): |
6/14/2024 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.862 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.25% |
| Volatility 6M: |
|
102.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
