BNP Paribas Call 110 DLTR 17.01.2025
/ DE000PN77DX0
BNP Paribas Call 110 DLTR 17.01.2.../ DE000PN77DX0 /
| 2024-07-25 8:16:15 AM |
Chg.-0.14 |
Bid1:15:56 PM |
Ask1:15:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-12.17% |
1.01
Bid Size: 11,100 |
1.07
Ask Size: 11,100 |
Dollar Tree Inc |
110.00 USD |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
-0.58 |
| Time value: |
1.04 |
| Break-even: |
111.89 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
4.70 |
| Rho: |
0.19 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
-12.17% |
| 3 Months |
|
|
-57.02% |
| YTD |
|
|
-74.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.06 |
| 1M High / 1M Low: |
1.18 |
0.88 |
| 6M High / 6M Low: |
4.49 |
0.88 |
| High (YTD): |
2024-03-08 |
4.49 |
| Low (YTD): |
2024-07-11 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.35% |
| Volatility 6M: |
|
111.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
