BNP Paribas Call 90 DLTR 17.01.2025
/ DE000PN8Y216
BNP Paribas Call 90 DLTR 17.01.20.../ DE000PN8Y216 /
| 01/08/2024 13:50:43 |
Chg.-0.040 |
Bid13:57:16 |
Ask13:57:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-1.90% |
2.060
Bid Size: 8,000 |
2.120
Ask Size: 8,000 |
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: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
1.32 |
| Time value: |
0.76 |
| Break-even: |
103.95 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
3.44 |
| Rho: |
0.24 |
Quote data
| Open: |
2.060 |
| High: |
2.080 |
| Low: |
2.040 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.08% |
| 1 Month |
|
|
-9.21% |
| 3 Months |
|
|
-38.39% |
| YTD |
|
|
-61.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.970 |
| 1M High / 1M Low: |
2.280 |
1.880 |
| 6M High / 6M Low: |
6.030 |
1.880 |
| High (YTD): |
07/03/2024 |
6.030 |
| Low (YTD): |
10/07/2024 |
1.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.32% |
| Volatility 6M: |
|
85.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
