BNP Paribas Call 120 DLTR 20.12.2024
/ DE000PN77DU6
BNP Paribas Call 120 DLTR 20.12.2.../ DE000PN77DU6 /
| 2024-06-20 9:50:43 PM |
Chg.+0.030 |
Bid9:56:35 PM |
Ask9:56:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+4.29% |
0.730
Bid Size: 10,300 |
0.750
Ask Size: 10,300 |
Dollar Tree Inc |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN77DU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-1.19 |
| Time value: |
0.75 |
| Break-even: |
119.16 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
5.64 |
| Rho: |
0.17 |
Quote data
| Open: |
0.710 |
| High: |
0.750 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.61% |
| 1 Month |
|
|
-38.66% |
| 3 Months |
|
|
-64.04% |
| YTD |
|
|
-77.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.660 |
| 1M High / 1M Low: |
1.560 |
0.660 |
| 6M High / 6M Low: |
3.770 |
0.660 |
| High (YTD): |
2024-03-07 |
3.770 |
| Low (YTD): |
2024-06-14 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.48% |
| Volatility 6M: |
|
116.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
