BNP Paribas Call 220 DLTR 19.12.2.../  DE000PC6NLG2  /

EUWAX
15/08/2024  08:32:58 Chg.0.000 Bid17:29:04 Ask17:29:04 Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.140
Bid Size: 36,600
0.160
Ask Size: 36,600
Dollar Tree Inc 220.00 USD 19/12/2025 Call
 

Master data

WKN: PC6NLG
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 19/12/2025
Issue date: 14/03/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.53
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -11.59
Time value: 0.13
Break-even: 201.09
Moneyness: 0.42
Premium: 1.40
Premium p.a.: 0.92
Spread abs.: 0.02
Spread %: 18.18%
Delta: 0.08
Theta: -0.01
Omega: 5.30
Rho: 0.08
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -42.11%
3 Months
  -65.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.210 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -