BNP Paribas Call 80 DLTR 17.01.2025
/ DE000PG7E6G2
BNP Paribas Call 80 DLTR 17.01.20.../ DE000PG7E6G2 /
| 11/13/2024 9:50:25 PM |
Chg.+0.080 |
Bid9:57:22 PM |
Ask9:57:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+38.10% |
0.300
Bid Size: 33,000 |
0.310
Ask Size: 33,000 |
Dollar Tree Inc |
80.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
PG7E6G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.37 |
| Parity: |
-1.67 |
| Time value: |
0.23 |
| Break-even: |
77.65 |
| Moneyness: |
0.78 |
| Premium: |
0.32 |
| Premium p.a.: |
3.83 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
6.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.210 |
| High: |
0.290 |
| Low: |
0.210 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.00% |
| 1 Month |
|
|
-27.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.190 |
| 1M High / 1M Low: |
0.390 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
