BNP Paribas Call 150 DLTR 20.12.2024
/ DE000PE9AHM7
BNP Paribas Call 150 DLTR 20.12.2.../ DE000PE9AHM7 /
7/26/2024 8:44:28 AM |
Chg.-0.010 |
Bid12:26:41 PM |
Ask12:26:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-6.25% |
0.160 Bid Size: 22,100 |
0.220 Ask Size: 22,100 |
Dollar Tree Inc |
150.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PE9AHM |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
55.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.28 |
Parity: |
-5.54 |
Time value: |
0.17 |
Break-even: |
151.70 |
Moneyness: |
0.63 |
Premium: |
0.60 |
Premium p.a.: |
2.23 |
Spread abs.: |
0.02 |
Spread %: |
13.33% |
Delta: |
0.12 |
Theta: |
-0.02 |
Omega: |
6.87 |
Rho: |
0.04 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.160 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.05% |
1 Month |
|
|
+15.38% |
3 Months |
|
|
-73.68% |
YTD |
|
|
-91.43% |
1 Year |
|
|
-94.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.160 |
1M High / 1M Low: |
0.190 |
0.110 |
6M High / 6M Low: |
2.040 |
0.110 |
High (YTD): |
3/8/2024 |
2.040 |
Low (YTD): |
7/11/2024 |
0.110 |
52W High: |
7/31/2023 |
2.820 |
52W Low: |
7/11/2024 |
0.110 |
Avg. price 1W: |
|
0.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.150 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.787 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.015 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
245.24% |
Volatility 6M: |
|
187.84% |
Volatility 1Y: |
|
157.32% |
Volatility 3Y: |
|
- |