BNP Paribas Call 125 DLTR 17.01.2025
/ DE000PN8Y2W9
BNP Paribas Call 125 DLTR 17.01.2.../ DE000PN8Y2W9 /
| 8/1/2024 9:50:34 AM |
Chg.-0.030 |
Bid9:56:44 AM |
Ask9:56:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-5.00% |
0.570
Bid Size: 5,264 |
0.630
Ask Size: 4,762 |
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: |
14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
-1.82 |
| Time value: |
0.65 |
| Break-even: |
122.07 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.37 |
| Theta: |
-0.04 |
| Omega: |
5.50 |
| Rho: |
0.14 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
-8.06% |
| 3 Months |
|
|
-57.46% |
| YTD |
|
|
-81.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.540 |
| 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: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.26% |
| Volatility 6M: |
|
139.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
