BNP Paribas Call 110 DLTR 17.01.2025
/ DE000PN77DX0
BNP Paribas Call 110 DLTR 17.01.2.../ DE000PN77DX0 /
9/18/2024 8:19:13 AM |
Chg.+0.020 |
Bid5:32:45 PM |
Ask5:32:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+25.00% |
0.110 Bid Size: 66,400 |
0.130 Ask Size: 66,400 |
Dollar Tree Inc |
110.00 USD |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
9/7/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
55.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.35 |
Parity: |
-3.28 |
Time value: |
0.12 |
Break-even: |
100.10 |
Moneyness: |
0.67 |
Premium: |
0.51 |
Premium p.a.: |
2.50 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
0.13 |
Theta: |
-0.02 |
Omega: |
7.31 |
Rho: |
0.03 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.080 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+112.77% |
1 Month |
|
|
-85.71% |
3 Months |
|
|
-92.00% |
YTD |
|
|
-97.52% |
1 Year |
|
|
-95.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.047 |
1M High / 1M Low: |
0.810 |
0.011 |
6M High / 6M Low: |
3.330 |
0.011 |
High (YTD): |
3/8/2024 |
4.490 |
Low (YTD): |
9/5/2024 |
0.011 |
52W High: |
3/8/2024 |
4.490 |
52W Low: |
9/5/2024 |
0.011 |
Avg. price 1W: |
|
0.061 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.357 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.473 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.233 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
706.67% |
Volatility 6M: |
|
298.08% |
Volatility 1Y: |
|
221.25% |
Volatility 3Y: |
|
- |