BNP Paribas Call 150 DLTR 16.01.2.../  DE000PC1L7R3  /

EUWAX
30/08/2024  09:14:44 Chg.-0.190 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.400EUR -32.20% -
Bid Size: -
-
Ask Size: -
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: 18.22
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.28
Parity: -5.89
Time value: 0.42
Break-even: 139.58
Moneyness: 0.57
Premium: 0.82
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 5.00%
Delta: 0.23
Theta: -0.01
Omega: 4.18
Rho: 0.18
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.18%
1 Month
  -54.55%
3 Months
  -68.25%
YTD
  -85.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.590
1M High / 1M Low: 0.930 0.550
6M High / 6M Low: 3.260 0.550
High (YTD): 13/03/2024 3.260
Low (YTD): 15/08/2024 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.683
Avg. volume 1M:   0.000
Avg. price 6M:   1.365
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.57%
Volatility 6M:   117.03%
Volatility 1Y:   -
Volatility 3Y:   -