OverviewChartNewsTraderScreen

BNP Paribas Call 90 DLTR 17.01.20.../  DE000PN8Y216  /

Frankfurt Zert./BNP
2024-11-15  6:05:36 PM Chg.-0.030 Bid2024-11-15 Ask2024-11-15 Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.140
Bid Size: 75,800		 0.200
Ask Size: 75,800		 Dollar Tree Inc 90.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-09-28
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.65
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.37
Parity: -2.31
Time value: 0.18
Break-even: 87.27
Moneyness: 0.73
Premium: 0.40
Premium p.a.: 6.01
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.20
Theta: -0.04
Omega: 6.76
Rho: 0.02
 

Quote data

Open: 0.150
High: 0.170
Low: 0.120
Previous Close: 0.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+75.00%
1 Month
  -17.65%
3 Months
  -90.85%
YTD
  -97.43%
1 Year
  -96.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.080
1M High / 1M Low: 0.210 0.080
6M High / 6M Low: 3.510 0.080
High (YTD): 2024-03-07 6.030
Low (YTD): 2024-11-08 0.080
52W High: 2024-03-07 6.030
52W Low: 2024-11-08 0.080
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   1.374
Avg. volume 6M:   0.000
Avg. price 1Y:   2.901
Avg. volume 1Y:   0.000
Volatility 1M:   320.04%
Volatility 6M:   232.25%
Volatility 1Y:   171.83%
Volatility 3Y:   -