BNP Paribas Call 90 DLTR 17.01.2025
/ DE000PN8Y216
BNP Paribas Call 90 DLTR 17.01.20.../ DE000PN8Y216 /
| 30/08/2024 21:50:42 |
Chg.-0.080 |
Bid21:58:55 |
Ask21:58:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-9.09% |
0.820
Bid Size: 15,100 |
0.840
Ask Size: 15,100 |
Dollar Tree Inc |
90.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PN8Y21 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
28/09/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.28 |
| Parity: |
-0.50 |
| Time value: |
0.84 |
| Break-even: |
89.87 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
4.60 |
| Rho: |
0.12 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.31% |
| 1 Month |
|
|
-55.06% |
| 3 Months |
|
|
-75.23% |
| YTD |
|
|
-85.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
0.800 |
| 1M High / 1M Low: |
1.780 |
0.800 |
| 6M High / 6M Low: |
6.030 |
0.800 |
| High (YTD): |
07/03/2024 |
6.030 |
| Low (YTD): |
30/08/2024 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.968 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.85% |
| Volatility 6M: |
|
105.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
