BNP Paribas Call 90 DLTR 17.01.2025
/ DE000PN8Y216
BNP Paribas Call 90 DLTR 17.01.20.../ DE000PN8Y216 /
| 25/07/2024 08:57:45 |
Chg.-0.19 |
Bid13:16:42 |
Ask13:16:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-8.56% |
2.01
Bid Size: 8,200 |
2.07
Ask Size: 8,200 |
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: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
1.26 |
| Time value: |
0.78 |
| Break-even: |
103.44 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.99% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
3.46 |
| Rho: |
0.24 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.79% |
| 1 Month |
|
|
-11.74% |
| 3 Months |
|
|
-45.14% |
| YTD |
|
|
-62.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
2.11 |
| 1M High / 1M Low: |
2.30 |
1.88 |
| 6M High / 6M Low: |
6.02 |
1.88 |
| High (YTD): |
12/03/2024 |
6.02 |
| Low (YTD): |
11/07/2024 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.51% |
| Volatility 6M: |
|
86.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
