BNP Paribas Call 130 DLTR 20.12.2024
/ DE000PN7E178
BNP Paribas Call 130 DLTR 20.12.2.../ DE000PN7E178 /
14/08/2024 21:50:31 |
Chg.-0.010 |
Bid14/08/2024 |
Ask14/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-5.26% |
0.180 Bid Size: 23,000 |
0.200 Ask Size: 23,000 |
Dollar Tree Inc |
130.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN7E17 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
17/08/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
42.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.28 |
Parity: |
-3.41 |
Time value: |
0.20 |
Break-even: |
120.22 |
Moneyness: |
0.71 |
Premium: |
0.43 |
Premium p.a.: |
1.77 |
Spread abs.: |
0.02 |
Spread %: |
11.11% |
Delta: |
0.17 |
Theta: |
-0.03 |
Omega: |
7.15 |
Rho: |
0.04 |
Quote data
Open: |
0.180 |
High: |
0.190 |
Low: |
0.180 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.74% |
1 Month |
|
|
-58.14% |
3 Months |
|
|
-82.86% |
YTD |
|
|
-93.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.190 |
1M High / 1M Low: |
0.490 |
0.190 |
6M High / 6M Low: |
3.140 |
0.190 |
High (YTD): |
07/03/2024 |
3.140 |
Low (YTD): |
13/08/2024 |
0.190 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.208 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.351 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.191 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.98% |
Volatility 6M: |
|
162.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |