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

EUWAX
2024-11-15  8:59:36 AM Chg.0.000 Bid4:20:01 PM Ask4:20:01 PM Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.130
Bid Size: 75,800		 0.190
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: 0.150
Low: 0.150
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month
  -6.25%
3 Months
  -88.37%
YTD
  -97.24%
1 Year
  -96.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.080
1M High / 1M Low: 0.270 0.080
6M High / 6M Low: 3.490 0.080
High (YTD): 2024-03-12 6.020
Low (YTD): 2024-11-11 0.080
52W High: 2024-03-12 6.020
52W Low: 2024-11-11 0.080
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   1.405
Avg. volume 6M:   0.000
Avg. price 1Y:   2.927
Avg. volume 1Y:   0.000
Volatility 1M:   373.82%
Volatility 6M:   261.87%
Volatility 1Y:   192.52%
Volatility 3Y:   -