BNP Paribas Call 125 DLTR 17.01.2025
/ DE000PN8Y2W9
BNP Paribas Call 125 DLTR 17.01.2.../ DE000PN8Y2W9 /
| 7/25/2024 2:50:37 PM |
Chg.-0.010 |
Bid2:56:05 PM |
Ask2:56:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.570
Bid Size: 11,900 |
0.630
Ask Size: 11,900 |
Dollar Tree Inc |
125.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PN8Y2W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/28/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.28 |
| Parity: |
-1.97 |
| Time value: |
0.58 |
| Break-even: |
121.13 |
| Moneyness: |
0.83 |
| Premium: |
0.27 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
5.70 |
| Rho: |
0.13 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.550 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.15% |
| 1 Month |
|
|
+3.70% |
| 3 Months |
|
|
-61.11% |
| YTD |
|
|
-81.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.570 |
| 1M High / 1M Low: |
0.660 |
0.450 |
| 6M High / 6M Low: |
3.510 |
0.450 |
| High (YTD): |
3/7/2024 |
3.510 |
| Low (YTD): |
7/10/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.689 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.59% |
| Volatility 6M: |
|
139.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
