BNP Paribas Call 120 DLTR 20.12.2024
/ DE000PN77DU6
BNP Paribas Call 120 DLTR 20.12.2.../ DE000PN77DU6 /
| 24/06/2024 08:16:27 |
Chg.-0.030 |
Bid20:22:35 |
Ask20:22:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
0.710
Bid Size: 21,000 |
0.730
Ask Size: 21,000 |
Dollar Tree Inc |
120.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
-1.23 |
| Time value: |
0.72 |
| Break-even: |
119.48 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
5.77 |
| Rho: |
0.17 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-41.53% |
| 3 Months |
|
|
-65.50% |
| YTD |
|
|
-79.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.660 |
| 1M High / 1M Low: |
1.560 |
0.660 |
| 6M High / 6M Low: |
3.740 |
0.660 |
| High (YTD): |
08/03/2024 |
3.740 |
| Low (YTD): |
17/06/2024 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.40% |
| Volatility 6M: |
|
115.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
