BNP Paribas Call 100 DLTR 21.06.2024
/ DE000PN8Y2L2
BNP Paribas Call 100 DLTR 21.06.2.../ DE000PN8Y2L2 /
2024-06-06 9:50:24 PM |
Chg.-0.230 |
Bid9:58:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.160EUR |
-16.55% |
1.170 Bid Size: 5,900 |
- Ask Size: - |
Dollar Tree Inc |
100.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PN8Y2L |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-28 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
1.32 |
Implied volatility: |
1.34 |
Historic volatility: |
0.28 |
Parity: |
1.32 |
Time value: |
0.54 |
Break-even: |
110.56 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
2.36 |
Spread abs.: |
0.51 |
Spread %: |
37.78% |
Delta: |
0.74 |
Theta: |
-0.32 |
Omega: |
4.17 |
Rho: |
0.02 |
Quote data
Open: |
1.350 |
High: |
1.460 |
Low: |
1.160 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-35.20% |
1 Month |
|
|
-47.27% |
3 Months |
|
|
-75.73% |
YTD |
|
|
-72.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.010 |
1.160 |
1M High / 1M Low: |
2.200 |
1.160 |
6M High / 6M Low: |
4.780 |
1.160 |
High (YTD): |
2024-03-07 |
4.780 |
Low (YTD): |
2024-06-06 |
1.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.662 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.729 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.126 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.56% |
Volatility 6M: |
|
116.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |