BNP Paribas Call 90 DLTR 20.12.2024
/ DE000PN8Y2V1
BNP Paribas Call 90 DLTR 20.12.20.../ DE000PN8Y2V1 /
| 6/25/2024 8:55:29 AM |
Chg.+0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
+1.83% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
90.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN8Y2V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
1.62 |
| Time value: |
0.62 |
| Break-even: |
106.26 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.90% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
3.48 |
| Rho: |
0.27 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.70% |
| 1 Month |
|
|
-22.57% |
| 3 Months |
|
|
-42.67% |
| YTD |
|
|
-58.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
2.19 |
| 1M High / 1M Low: |
3.37 |
2.14 |
| 6M High / 6M Low: |
5.99 |
2.14 |
| High (YTD): |
3/12/2024 |
5.99 |
| Low (YTD): |
6/17/2024 |
2.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.20% |
| Volatility 6M: |
|
79.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
