BNP Paribas Call 95 DLTR 20.12.2024
/ DE000PN8Y2U3
BNP Paribas Call 95 DLTR 20.12.20.../ DE000PN8Y2U3 /
10/09/2024 09:10:01 |
Chg.+0.030 |
Bid12:47:01 |
Ask12:47:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+37.50% |
0.110 Bid Size: 36,300 |
0.170 Ask Size: 36,300 |
Dollar Tree Inc |
95.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
PN8Y2U |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
28/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.35 |
Parity: |
-2.50 |
Time value: |
0.13 |
Break-even: |
87.39 |
Moneyness: |
0.71 |
Premium: |
0.43 |
Premium p.a.: |
2.65 |
Spread abs.: |
0.02 |
Spread %: |
18.18% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
7.43 |
Rho: |
0.02 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.080 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-81.36% |
1 Month |
|
|
-90.18% |
3 Months |
|
|
-94.98% |
YTD |
|
|
-97.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.040 |
1M High / 1M Low: |
1.380 |
0.040 |
6M High / 6M Low: |
5.590 |
0.040 |
High (YTD): |
06/03/2024 |
5.600 |
Low (YTD): |
05/09/2024 |
0.040 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.244 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.891 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.369 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
528.22% |
Volatility 6M: |
|
224.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |