BNP Paribas Call 145 DLTR 20.12.2.../  DE000PC2X545  /

EUWAX
26/07/2024  08:34:09 Chg.-0.010 Bid19:03:48 Ask19:03:48 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:   -