BNP Paribas Call 80 DLTR 20.12.2024
/ DE000PG7E6E7
BNP Paribas Call 80 DLTR 20.12.20.../ DE000PG7E6E7 /
| 13/11/2024 21:50:33 |
Chg.+0.060 |
Bid21:59:21 |
Ask21:59:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+40.00% |
0.230
Bid Size: 39,500 |
0.240
Ask Size: 39,500 |
Dollar Tree Inc |
80.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
PG7E6E |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
04/09/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.37 |
| Parity: |
-1.67 |
| Time value: |
0.17 |
| Break-even: |
77.05 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
13.76 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.21 |
| Theta: |
-0.06 |
| Omega: |
7.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.150 |
| High: |
0.220 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.130 |
| 1M High / 1M Low: |
0.320 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
