BNP Paribas Call 100 DLTR 20.12.2024
/ DE000PN8Y2T5
BNP Paribas Call 100 DLTR 20.12.2.../ DE000PN8Y2T5 /
| 01/08/2024 08:58:29 |
Chg.-0.09 |
Bid09:19:04 |
Ask09:19:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
-5.96% |
1.41
Bid Size: 2,400 |
1.51
Ask Size: 2,400 |
Dollar Tree Inc |
100.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.28 |
| Parity: |
0.49 |
| Time value: |
1.04 |
| Break-even: |
107.76 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
4.09 |
| Rho: |
0.18 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.16% |
| 1 Month |
|
|
-8.39% |
| 3 Months |
|
|
-45.38% |
| YTD |
|
|
-69.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.34 |
| 1M High / 1M Low: |
1.56 |
1.24 |
| 6M High / 6M Low: |
5.21 |
1.24 |
| High (YTD): |
12/03/2024 |
5.21 |
| Low (YTD): |
11/07/2024 |
1.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.13% |
| Volatility 6M: |
|
103.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
