BNP Paribas Call 130 DLTR 20.12.2024
/ DE000PN7E178
BNP Paribas Call 130 DLTR 20.12.2.../ DE000PN7E178 /
| 24/06/2024 08:33:30 |
Chg.-0.030 |
Bid21:27:23 |
Ask21:27:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-6.52% |
0.440
Bid Size: 23,400 |
0.460
Ask Size: 23,400 |
Dollar Tree Inc |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN7E17 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-2.16 |
| Time value: |
0.46 |
| Break-even: |
126.23 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
6.59 |
| Rho: |
0.13 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
-47.56% |
| 3 Months |
|
|
-71.33% |
| YTD |
|
|
-84.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.410 |
| 1M High / 1M Low: |
1.130 |
0.410 |
| 6M High / 6M Low: |
3.120 |
0.410 |
| High (YTD): |
07/03/2024 |
3.120 |
| Low (YTD): |
17/06/2024 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.754 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.89% |
| Volatility 6M: |
|
132.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
