BNP Paribas Call 150 DLTR 16.01.2026
/ DE000PC1L7R3
BNP Paribas Call 150 DLTR 16.01.2.../ DE000PC1L7R3 /
| 2024-07-08 6:50:31 PM |
Chg.0.000 |
Bid2024-07-08 |
Ask2024-07-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
0.00% |
0.860
Bid Size: 13,000 |
0.890
Ask Size: 13,000 |
Dollar Tree Inc |
150.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PC1L7R |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
-4.00 |
| Time value: |
0.89 |
| Break-even: |
147.46 |
| Moneyness: |
0.71 |
| Premium: |
0.50 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
3.49% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
3.95 |
| Rho: |
0.40 |
Quote data
| Open: |
0.850 |
| High: |
0.880 |
| Low: |
0.830 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.52% |
| 1 Month |
|
|
-18.87% |
| 3 Months |
|
|
-54.50% |
| YTD |
|
|
-69.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.820 |
| 1M High / 1M Low: |
1.040 |
0.790 |
| 6M High / 6M Low: |
3.220 |
0.790 |
| High (YTD): |
2024-03-07 |
3.220 |
| Low (YTD): |
2024-06-26 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.892 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.53% |
| Volatility 6M: |
|
100.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
