BNP Paribas Call 125 DLTR 17.01.2025
/ DE000PN8Y2W9
BNP Paribas Call 125 DLTR 17.01.2.../ DE000PN8Y2W9 /
| 09/07/2024 21:50:34 |
Chg.-0.070 |
Bid21:57:11 |
Ask21:57:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-12.28% |
0.490
Bid Size: 11,200 |
0.510
Ask Size: 11,200 |
Dollar Tree Inc |
125.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
28/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-1.69 |
| Time value: |
0.59 |
| Break-even: |
121.31 |
| Moneyness: |
0.85 |
| Premium: |
0.23 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
6.04 |
| Rho: |
0.16 |
Quote data
| Open: |
0.560 |
| High: |
0.570 |
| Low: |
0.490 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-36.71% |
| 3 Months |
|
|
-72.53% |
| YTD |
|
|
-83.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.530 |
| 1M High / 1M Low: |
0.770 |
0.480 |
| 6M High / 6M Low: |
3.510 |
0.480 |
| High (YTD): |
07/03/2024 |
3.510 |
| Low (YTD): |
26/06/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.564 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.609 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.872 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.96% |
| Volatility 6M: |
|
125.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
