BNP Paribas Call 130 DLTR 16.01.2026
/ DE000PC1L7P7
BNP Paribas Call 130 DLTR 16.01.2.../ DE000PC1L7P7 /
| 15/11/2024 19:50:34 |
Chg.-0.050 |
Bid20:02:37 |
Ask20:02:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-11.90% |
0.370
Bid Size: 28,600 |
0.430
Ask Size: 28,600 |
Dollar Tree Inc |
130.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
PC1L7P |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.37 |
| Parity: |
-6.11 |
| Time value: |
0.43 |
| Break-even: |
127.76 |
| Moneyness: |
0.51 |
| Premium: |
1.05 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
3.52 |
| Rho: |
0.13 |
Quote data
| Open: |
0.400 |
| High: |
0.420 |
| Low: |
0.370 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.35% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
-64.42% |
| YTD |
|
|
-90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.310 |
| 1M High / 1M Low: |
0.450 |
0.310 |
| 6M High / 6M Low: |
2.250 |
0.190 |
| High (YTD): |
07/03/2024 |
4.170 |
| Low (YTD): |
04/09/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.965 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.58% |
| Volatility 6M: |
|
162.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
