BNP Paribas Call 100 DLTR 19.12.2.../  DE000PG2PX69  /

Frankfurt Zert./BNP
2024-08-01  2:50:41 PM Chg.-0.050 Bid2024-08-01 Ask2024-08-01 Underlying Strike price Expiration date Option type
2.370EUR -2.07% 2.370
Bid Size: 7,300
2.400
Ask Size: 7,300
Dollar Tree Inc 100.00 USD 2025-12-19 Call
 

Master data

WKN: PG2PX6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2025-12-19
Issue date: 2024-06-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.40
Implied volatility: 0.45
Historic volatility: 0.28
Parity: 0.40
Time value: 1.99
Break-even: 116.29
Moneyness: 1.04
Premium: 0.21
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.42%
Delta: 0.67
Theta: -0.02
Omega: 2.70
Rho: 0.56
 

Quote data

Open: 2.380
High: 2.390
Low: 2.370
Previous Close: 2.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.60%
1 Month
  -7.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.440 2.310
1M High / 1M Low: 2.570 2.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.376
Avg. volume 1W:   0.000
Avg. price 1M:   2.431
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -