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BNP Paribas Call 95 DLTR 17.01.20.../  DE000PN8Y208  /

Frankfurt Zert./BNP
10/10/2024  15:35:26 Chg.-0.010 Bid15:40:40 Ask15:40:40 Underlying Strike price Expiration date Option type
0.150EUR -6.25% 0.150
Bid Size: 30,400		 0.170
Ask Size: 30,400		 Dollar Tree Inc 95.00 USD 17/01/2025 Call
 

Master data

WKN: PN8Y20
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar Tree Inc
Type: Warrant
Option type: Call
Strike price: 95.00 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: 35.35
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.35
Parity: -2.32
Time value: 0.18
Break-even: 88.62
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 2.39
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.20
Theta: -0.03
Omega: 6.90
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.160
Low: 0.150
Previous Close: 0.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month  
+36.36%
3 Months
  -90.51%
YTD
  -97.04%
1 Year
  -94.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.160
1M High / 1M Low: 0.270 0.110
6M High / 6M Low: 3.990 0.075
High (YTD): 07/03/2024 5.640
Low (YTD): 04/09/2024 0.075
52W High: 07/03/2024 5.640
52W Low: 04/09/2024 0.075
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.183
Avg. volume 1M:   0.000
Avg. price 6M:   1.773
Avg. volume 6M:   0.000
Avg. price 1Y:   2.913
Avg. volume 1Y:   0.000
Volatility 1M:   223.55%
Volatility 6M:   201.42%
Volatility 1Y:   152.38%
Volatility 3Y:   -