BNP Paribas Call 120 DLTR 17.01.2025
/ DE000PN77DW2
BNP Paribas Call 120 DLTR 17.01.2.../ DE000PN77DW2 /
| 01/08/2024 20:20:54 |
Chg.-0.130 |
Bid20:42:21 |
Ask20:42:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-17.81% |
0.590
Bid Size: 23,800 |
0.610
Ask Size: 23,800 |
Dollar Tree Inc |
120.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN77DW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
07/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
-1.45 |
| Time value: |
0.73 |
| Break-even: |
118.17 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
5.34 |
| Rho: |
0.15 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.580 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.45% |
| 1 Month |
|
|
-22.08% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
-82.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
0.810 |
0.570 |
| 6M High / 6M Low: |
3.830 |
0.570 |
| High (YTD): |
07/03/2024 |
3.830 |
| Low (YTD): |
10/07/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.05% |
| Volatility 6M: |
|
129.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
