BNP Paribas Call 145 DLTR 20.12.2024
/ DE000PC2X545
BNP Paribas Call 145 DLTR 20.12.2.../ DE000PC2X545 /
| 26/07/2024 08:34:09 |
Chg.-0.010 |
Bid16:19:30 |
Ask16:19:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.210
Bid Size: 39,000 |
0.230
Ask Size: 39,000 |
Dollar Tree Inc |
145.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PC2X54 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
-3.90 |
| Time value: |
0.21 |
| Break-even: |
135.72 |
| Moneyness: |
0.71 |
| Premium: |
0.44 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
7.33 |
| Rho: |
0.05 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
+11.76% |
| 3 Months |
|
|
-72.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.240 |
0.140 |
| 6M High / 6M Low: |
2.290 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.81% |
| Volatility 6M: |
|
179.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
