BNP Paribas Call 130 DLTR 20.12.2024
/ DE000PN7E178
BNP Paribas Call 130 DLTR 20.12.2.../ DE000PN7E178 /
| 7/16/2024 6:35:30 PM |
Chg.+0.010 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
0.350
Bid Size: 27,600 |
0.370
Ask Size: 27,600 |
Dollar Tree Inc |
130.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/17/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-2.40 |
| Time value: |
0.37 |
| Break-even: |
122.98 |
| Moneyness: |
0.80 |
| Premium: |
0.29 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
6.84 |
| Rho: |
0.09 |
Quote data
| Open: |
0.340 |
| High: |
0.370 |
| Low: |
0.290 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
-14.63% |
| 3 Months |
|
|
-74.64% |
| YTD |
|
|
-87.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.310 |
| 1M High / 1M Low: |
0.490 |
0.310 |
| 6M High / 6M Low: |
3.140 |
0.310 |
| High (YTD): |
3/7/2024 |
3.140 |
| Low (YTD): |
7/10/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.498 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.71% |
| Volatility 6M: |
|
151.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
