BNP Paribas Call 120 DLTR 20.12.2.../  DE000PN77DU6  /

EUWAX
26/07/2024  08:17:19 Chg.-0.030 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.590EUR -4.84% -
Bid Size: -
-
Ask Size: -
Dollar Tree Inc 120.00 USD 20/12/2024 Call
 

Master data

WKN: PN77DU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 120.00 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: 14.29
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -1.48
Time value: 0.67
Break-even: 117.24
Moneyness: 0.87
Premium: 0.22
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.39
Theta: -0.04
Omega: 5.56
Rho: 0.12
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.90%
1 Month  
+9.26%
3 Months
  -63.80%
YTD
  -82.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.590
1M High / 1M Low: 0.730 0.500
6M High / 6M Low: 3.740 0.500
High (YTD): 08/03/2024 3.740
Low (YTD): 11/07/2024 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   0.672
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   1.827
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   184.94%
Volatility 6M:   136.79%
Volatility 1Y:   -
Volatility 3Y:   -