BNP Paribas Call 95 DLTR 20.12.2024
/ DE000PN8Y2U3
BNP Paribas Call 95 DLTR 20.12.20.../ DE000PN8Y2U3 /
| 24/06/2024 08:59:26 |
Chg.-0.06 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-3.13% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
95.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PN8Y2U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
1.11 |
| Time value: |
0.78 |
| Break-even: |
107.79 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.07% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.83 |
| Rho: |
0.26 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.20% |
| 1 Month |
|
|
-26.77% |
| 3 Months |
|
|
-48.76% |
| YTD |
|
|
-62.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.82 |
| 1M High / 1M Low: |
3.01 |
1.82 |
| 6M High / 6M Low: |
5.60 |
1.82 |
| High (YTD): |
06/03/2024 |
5.60 |
| Low (YTD): |
17/06/2024 |
1.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.40% |
| Volatility 6M: |
|
84.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
