BNP Paribas Call 105 DLTR 17.01.2025
/ DE000PN8Y2Y5
BNP Paribas Call 105 DLTR 17.01.2.../ DE000PN8Y2Y5 /
| 2024-07-26 9:50:30 PM |
Chg.+0.040 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+3.36% |
1.240
Bid Size: 10,800 |
1.260
Ask Size: 10,800 |
Dollar Tree Inc |
105.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PN8Y2Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
-0.10 |
| Time value: |
1.26 |
| Break-even: |
109.32 |
| Moneyness: |
0.99 |
| Premium: |
0.14 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
4.35 |
| Rho: |
0.20 |
Quote data
| Open: |
1.180 |
| High: |
1.250 |
| Low: |
1.170 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.22% |
| 1 Month |
|
|
-3.91% |
| 3 Months |
|
|
-52.51% |
| YTD |
|
|
-71.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.190 |
| 1M High / 1M Low: |
1.410 |
1.080 |
| 6M High / 6M Low: |
4.880 |
1.080 |
| High (YTD): |
2024-03-07 |
4.880 |
| Low (YTD): |
2024-07-10 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.700 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.30% |
| Volatility 6M: |
|
107.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
