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BNP Paribas Call 120 DLTR 16.01.2.../  DE000PC1L7N2  /

Frankfurt Zert./BNP
2025-02-07  9:55:24 PM Chg.-0.040 Bid9:56:10 PM Ask9:56:10 PM Underlying Strike price Expiration date Option type
0.360EUR -10.00% 0.370
Bid Size: 39,400		 0.390
Ask Size: 39,400		 Dollar Tree Inc 120.00 - 2026-01-16 Call
 

Master data

WKN: PC1L7N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2026-01-16
Issue date: 2023-12-11
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.04
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.40
Parity: -4.96
Time value: 0.39
Break-even: 123.90
Moneyness: 0.59
Premium: 0.76
Premium p.a.: 0.83
Spread abs.: 0.02
Spread %: 5.41%
Delta: 0.23
Theta: -0.02
Omega: 4.19
Rho: 0.12
 

Quote data

Open: 0.380
High: 0.410
Low: 0.360
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month
  -7.69%
3 Months
  -5.26%
YTD
  -25.00%
1 Year
  -91.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.350
1M High / 1M Low: 0.420 0.330
6M High / 6M Low: 1.470 0.240
High (YTD): 2025-01-06 0.500
Low (YTD): 2025-01-23 0.330
52W High: 2024-03-07 4.720
52W Low: 2024-09-04 0.240
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.377
Avg. volume 1M:   0.000
Avg. price 6M:   0.542
Avg. volume 6M:   0.000
Avg. price 1Y:   1.616
Avg. volume 1Y:   0.000
Volatility 1M:   114.53%
Volatility 6M:   173.69%
Volatility 1Y:   137.97%
Volatility 3Y:   -