BNP Paribas Call 160 DLTR 16.01.2026
/ DE000PC1L7S1
BNP Paribas Call 160 DLTR 16.01.2.../ DE000PC1L7S1 /
8/30/2024 6:50:31 PM |
Chg.-0.020 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-6.25% |
0.300 Bid Size: 25,200 |
0.320 Ask Size: 25,200 |
Dollar Tree Inc |
160.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
PC1L7S |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/11/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.28 |
Parity: |
-6.79 |
Time value: |
0.34 |
Break-even: |
147.80 |
Moneyness: |
0.53 |
Premium: |
0.93 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
0.19 |
Theta: |
-0.01 |
Omega: |
4.35 |
Rho: |
0.16 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.300 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-42.31% |
1 Month |
|
|
-59.46% |
3 Months |
|
|
-71.96% |
YTD |
|
|
-87.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.320 |
1M High / 1M Low: |
0.740 |
0.320 |
6M High / 6M Low: |
2.810 |
0.320 |
High (YTD): |
3/7/2024 |
2.810 |
Low (YTD): |
8/29/2024 |
0.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.534 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.80% |
Volatility 6M: |
|
128.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |