BNP Paribas Call 105 DLTR 20.12.2024
/ DE000PN8Y2S7
BNP Paribas Call 105 DLTR 20.12.2.../ DE000PN8Y2S7 /
| 2024-07-26 8:59:20 AM |
Chg.-0.05 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-4.31% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
105.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8Y2S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.28 |
| Parity: |
-0.22 |
| Time value: |
1.12 |
| Break-even: |
107.96 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
4.65 |
| Rho: |
0.16 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.95% |
| 1 Month |
|
|
-5.93% |
| 3 Months |
|
|
-55.24% |
| YTD |
|
|
-74.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.16 |
| 1M High / 1M Low: |
1.30 |
1.01 |
| 6M High / 6M Low: |
4.83 |
1.01 |
| High (YTD): |
2024-03-12 |
4.83 |
| Low (YTD): |
2024-07-11 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.55% |
| Volatility 6M: |
|
111.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
