BNP Paribas Call 110 DLTR 20.12.2024
/ DE000PN77DV4
BNP Paribas Call 110 DLTR 20.12.2.../ DE000PN77DV4 /
06/09/2024 21:50:27 |
Chg.+0.007 |
Bid21:55:07 |
Ask21:55:07 |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
+21.88% |
0.038 Bid Size: 50,000 |
0.091 Ask Size: 50,000 |
Dollar Tree Inc |
110.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN77DV |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
07/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
65.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.34 |
Parity: |
-3.92 |
Time value: |
0.09 |
Break-even: |
100.14 |
Moneyness: |
0.60 |
Premium: |
0.67 |
Premium p.a.: |
5.04 |
Spread abs.: |
0.05 |
Spread %: |
145.95% |
Delta: |
0.11 |
Theta: |
-0.02 |
Omega: |
6.93 |
Rho: |
0.02 |
Quote data
Open: |
0.013 |
High: |
0.039 |
Low: |
0.013 |
Previous Close: |
0.032 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-85.00% |
1 Month |
|
|
-93.28% |
3 Months |
|
|
-97.02% |
YTD |
|
|
-99.02% |
1 Year |
|
|
-98.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.023 |
1M High / 1M Low: |
0.750 |
0.023 |
6M High / 6M Low: |
4.440 |
0.023 |
High (YTD): |
07/03/2024 |
4.460 |
Low (YTD): |
04/09/2024 |
0.023 |
52W High: |
07/03/2024 |
4.460 |
52W Low: |
04/09/2024 |
0.023 |
Avg. price 1W: |
|
0.119 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.463 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.558 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.213 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
404.78% |
Volatility 6M: |
|
200.24% |
Volatility 1Y: |
|
152.50% |
Volatility 3Y: |
|
- |