BNP Paribas Call 105 DLTR 20.12.2024
/ DE000PN8Y2S7
BNP Paribas Call 105 DLTR 20.12.2.../ DE000PN8Y2S7 /
| 7/9/2024 7:21:05 PM |
Chg.-0.080 |
Bid7:33:55 PM |
Ask7:33:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-6.45% |
1.160
Bid Size: 20,600 |
1.180
Ask Size: 20,600 |
Dollar Tree Inc |
105.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
0.16 |
| Time value: |
1.09 |
| Break-even: |
109.45 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
4.74 |
| Rho: |
0.21 |
Quote data
| Open: |
1.230 |
| High: |
1.240 |
| Low: |
1.100 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.66% |
| 1 Month |
|
|
-26.11% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-73.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.190 |
| 1M High / 1M Low: |
1.540 |
1.090 |
| 6M High / 6M Low: |
4.830 |
1.090 |
| High (YTD): |
3/7/2024 |
4.830 |
| Low (YTD): |
6/26/2024 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.297 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.896 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.39% |
| Volatility 6M: |
|
98.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
