BNP Paribas Call 105 DLTR 20.12.2024
/ DE000PN8Y2S7
BNP Paribas Call 105 DLTR 20.12.2.../ DE000PN8Y2S7 /
| 2024-07-26 9:50:42 PM |
Chg.+0.050 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+4.50% |
1.170
Bid Size: 10,900 |
1.190
Ask Size: 10,900 |
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: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.28 |
| Parity: |
-0.10 |
| Time value: |
1.19 |
| Break-even: |
108.62 |
| Moneyness: |
0.99 |
| Premium: |
0.13 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
4.56 |
| Rho: |
0.17 |
Quote data
| Open: |
1.110 |
| High: |
1.180 |
| Low: |
1.100 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.77% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
-53.78% |
| YTD |
|
|
-73.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.110 |
| 1M High / 1M Low: |
1.330 |
1.010 |
| 6M High / 6M Low: |
4.830 |
1.010 |
| High (YTD): |
2024-03-07 |
4.830 |
| Low (YTD): |
2024-07-10 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.630 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.21% |
| Volatility 6M: |
|
110.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
