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: |
|
- |