BNP Paribas Call 150 DLTR 16.01.2026
/ DE000PC1L7R3
BNP Paribas Call 150 DLTR 16.01.2.../ DE000PC1L7R3 /
| 25/07/2024 11:20:54 |
Chg.0.000 |
Bid11:44:46 |
Ask11:44:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
0.00% |
0.870
Bid Size: 6,500 |
0.930
Ask Size: 6,500 |
Dollar Tree Inc |
150.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
11/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-4.27 |
| Time value: |
0.90 |
| Break-even: |
147.40 |
| Moneyness: |
0.69 |
| Premium: |
0.54 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
3.77 |
| Rho: |
0.37 |
Quote data
| Open: |
0.870 |
| High: |
0.880 |
| Low: |
0.870 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+3.53% |
| 3 Months |
|
|
-41.72% |
| YTD |
|
|
-68.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.880 |
| 1M High / 1M Low: |
0.970 |
0.750 |
| 6M High / 6M Low: |
3.220 |
0.750 |
| High (YTD): |
07/03/2024 |
3.220 |
| Low (YTD): |
10/07/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.740 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.39% |
| Volatility 6M: |
|
107.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
