BNP Paribas Call 105 DLTR 20.12.2024
/ DE000PN8Y2S7
BNP Paribas Call 105 DLTR 20.12.2.../ DE000PN8Y2S7 /
| 02/08/2024 21:50:30 |
Chg.-0.020 |
Bid21:59:46 |
Ask21:59:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-2.04% |
0.970
Bid Size: 12,700 |
0.990
Ask Size: 12,700 |
Dollar Tree Inc |
105.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.28 |
| Parity: |
-0.50 |
| Time value: |
0.99 |
| Break-even: |
106.13 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
4.72 |
| Rho: |
0.14 |
Quote data
| Open: |
0.930 |
| High: |
0.990 |
| Low: |
0.900 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.24% |
| 1 Month |
|
|
-19.33% |
| 3 Months |
|
|
-60.17% |
| YTD |
|
|
-77.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.960 |
| 1M High / 1M Low: |
1.330 |
0.960 |
| 6M High / 6M Low: |
4.830 |
0.960 |
| High (YTD): |
07/03/2024 |
4.830 |
| Low (YTD): |
02/08/2024 |
0.960 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.532 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.50% |
| Volatility 6M: |
|
111.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
