BNP Paribas Call 100 DLTR 20.12.2024
/ DE000PN8Y2T5
BNP Paribas Call 100 DLTR 20.12.2.../ DE000PN8Y2T5 /
| 8/2/2024 9:50:23 PM |
Chg.-0.020 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-1.68% |
1.170
Bid Size: 11,200 |
1.190
Ask Size: 11,200 |
Dollar Tree Inc |
100.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PN8Y2T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 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: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.29 |
| Parity: |
-0.02 |
| Time value: |
1.19 |
| Break-even: |
104.61 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
4.48 |
| Rho: |
0.16 |
Quote data
| Open: |
1.140 |
| High: |
1.200 |
| Low: |
1.110 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.83% |
| 1 Month |
|
|
-19.31% |
| 3 Months |
|
|
-56.99% |
| YTD |
|
|
-74.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.170 |
| 1M High / 1M Low: |
1.590 |
1.170 |
| 6M High / 6M Low: |
5.210 |
1.170 |
| High (YTD): |
3/7/2024 |
5.210 |
| Low (YTD): |
8/2/2024 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.845 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.44% |
| Volatility 6M: |
|
104.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
