BNP Paribas Call 105 DLTR 17.01.2025
/ DE000PN8Y2Y5
BNP Paribas Call 105 DLTR 17.01.2.../ DE000PN8Y2Y5 /
30/08/2024 21:50:32 |
Chg.-0.060 |
Bid21:57:28 |
Ask21:57:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-13.33% |
0.400 Bid Size: 16,900 |
0.420 Ask Size: 16,900 |
Dollar Tree Inc |
105.00 USD |
17/01/2025 |
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: |
17/01/2025 |
Issue date: |
28/09/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.28 |
Parity: |
-1.86 |
Time value: |
0.42 |
Break-even: |
99.25 |
Moneyness: |
0.80 |
Premium: |
0.30 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.02 |
Spread %: |
5.00% |
Delta: |
0.31 |
Theta: |
-0.03 |
Omega: |
5.73 |
Rho: |
0.08 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.390 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-53.01% |
1 Month |
|
|
-62.86% |
3 Months |
|
|
-82.82% |
YTD |
|
|
-91.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.390 |
1M High / 1M Low: |
1.050 |
0.390 |
6M High / 6M Low: |
4.880 |
0.390 |
High (YTD): |
07/03/2024 |
4.880 |
Low (YTD): |
30/08/2024 |
0.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.815 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.054 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.65% |
Volatility 6M: |
|
129.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |