BNP Paribas Call 90 DLTR 17.01.2025
/ DE000PN8Y216
BNP Paribas Call 90 DLTR 17.01.20.../ DE000PN8Y216 /
| 8/2/2024 9:50:30 PM |
Chg.-0.040 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
-2.25% |
1.740
Bid Size: 9,200 |
1.760
Ask Size: 9,200 |
Dollar Tree Inc |
90.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
9/28/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.28 |
| Parity: |
0.87 |
| Time value: |
0.90 |
| Break-even: |
100.19 |
| Moneyness: |
1.11 |
| Premium: |
0.10 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.58 |
| Rho: |
0.21 |
Quote data
| Open: |
1.720 |
| High: |
1.790 |
| Low: |
1.680 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.43% |
| 1 Month |
|
|
-18.31% |
| 3 Months |
|
|
-50.14% |
| YTD |
|
|
-68.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.740 |
| 1M High / 1M Low: |
2.270 |
1.740 |
| 6M High / 6M Low: |
6.030 |
1.740 |
| High (YTD): |
3/7/2024 |
6.030 |
| Low (YTD): |
8/2/2024 |
1.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.69% |
| Volatility 6M: |
|
87.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
