BNP Paribas Call 110 DLTR 17.01.2025
/ DE000PN77DX0
BNP Paribas Call 110 DLTR 17.01.2.../ DE000PN77DX0 /
| 31/07/2024 21:50:24 |
Chg.-0.030 |
Bid21:58:42 |
Ask21:58:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
110.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN77DX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
07/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
-0.43 |
| Time value: |
1.14 |
| Break-even: |
113.10 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.53 |
| Theta: |
-0.04 |
| Omega: |
4.54 |
| Rho: |
0.19 |
Quote data
| Open: |
1.120 |
| High: |
1.140 |
| Low: |
1.070 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-6.09% |
| 3 Months |
|
|
-47.83% |
| YTD |
|
|
-73.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.990 |
| 1M High / 1M Low: |
1.180 |
0.880 |
| 6M High / 6M Low: |
4.520 |
0.880 |
| High (YTD): |
07/03/2024 |
4.520 |
| Low (YTD): |
10/07/2024 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.356 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.77% |
| Volatility 6M: |
|
113.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
