BNP Paribas Call 110 DLTR 20.12.2024
/ DE000PN77DV4
BNP Paribas Call 110 DLTR 20.12.2.../ DE000PN77DV4 /
6/24/2024 9:50:31 PM |
Chg.+0.010 |
Bid9:57:42 PM |
Ask9:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
+0.93% |
1.080 Bid Size: 10,300 |
1.100 Ask Size: 10,300 |
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: |
9.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.28 |
Parity: |
-0.29 |
Time value: |
1.09 |
Break-even: |
113.82 |
Moneyness: |
0.97 |
Premium: |
0.14 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
1.87% |
Delta: |
0.54 |
Theta: |
-0.04 |
Omega: |
4.97 |
Rho: |
0.21 |
Quote data
Open: |
1.060 |
High: |
1.130 |
Low: |
1.050 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-36.63% |
3 Months |
|
|
-55.87% |
YTD |
|
|
-72.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
1.070 |
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: |
|
1.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.393 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.789 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.94% |
Volatility 6M: |
|
101.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |