BNP Paribas Call 120 DLTR 16.01.2026
/ DE000PC1L7N2
BNP Paribas Call 120 DLTR 16.01.2.../ DE000PC1L7N2 /
| 8/29/2024 9:50:29 PM |
Chg.-0.340 |
Bid9:55:36 PM |
Ask9:55:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-28.57% |
0.840
Bid Size: 8,300 |
0.860
Ask Size: 8,300 |
Dollar Tree Inc |
120.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
PC1L7N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/11/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
-2.30 |
| Time value: |
1.19 |
| Break-even: |
119.77 |
| Moneyness: |
0.79 |
| Premium: |
0.41 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.71% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
3.30 |
| Rho: |
0.38 |
Quote data
| Open: |
1.180 |
| High: |
1.190 |
| Low: |
0.800 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.57% |
| 1 Month |
|
|
-48.17% |
| 3 Months |
|
|
-62.22% |
| YTD |
|
|
-79.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.340 |
1.190 |
| 1M High / 1M Low: |
1.700 |
1.100 |
| 6M High / 6M Low: |
4.720 |
1.100 |
| High (YTD): |
3/7/2024 |
4.720 |
| Low (YTD): |
8/14/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.12% |
| Volatility 6M: |
|
93.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
