BNP Paribas Call 120 DLTR 16.01.2026
/ DE000PC1L7N2
BNP Paribas Call 120 DLTR 16.01.2.../ DE000PC1L7N2 /
| 7/4/2024 5:35:12 PM |
Chg.+0.030 |
Bid7/4/2024 |
Ask7/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
+1.84% |
1.660
Bid Size: 3,150 |
1.750
Ask Size: 3,150 |
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: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
-1.30 |
| Time value: |
1.82 |
| Break-even: |
129.40 |
| Moneyness: |
0.88 |
| Premium: |
0.32 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.19 |
| Spread %: |
11.66% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
3.00 |
| Rho: |
0.56 |
Quote data
| Open: |
1.630 |
| High: |
1.680 |
| Low: |
1.630 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-36.40% |
| 3 Months |
|
|
-48.77% |
| YTD |
|
|
-60.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.750 |
1.630 |
| 1M High / 1M Low: |
2.610 |
1.550 |
| 6M High / 6M Low: |
4.720 |
1.550 |
| High (YTD): |
3/7/2024 |
4.720 |
| Low (YTD): |
6/26/2024 |
1.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.826 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.101 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.48% |
| Volatility 6M: |
|
81.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
