BNP Paribas Call 105 DLTR 20.12.2024
/ DE000PN8Y2S7
BNP Paribas Call 105 DLTR 20.12.2.../ DE000PN8Y2S7 /
| 2024-05-24 9:50:43 PM |
Chg.+0.060 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.990EUR |
+3.11% |
1.990
Bid Size: 3,500 |
2.050
Ask Size: 3,500 |
Dollar Tree Inc |
105.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8Y2S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
0.96 |
| Time value: |
1.09 |
| Break-even: |
117.30 |
| Moneyness: |
1.10 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
3.02% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.60 |
| Rho: |
0.31 |
Quote data
| Open: |
1.920 |
| High: |
2.030 |
| Low: |
1.920 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.57% |
| 1 Month |
|
|
-20.72% |
| 3 Months |
|
|
-56.36% |
| YTD |
|
|
-53.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.870 |
| 1M High / 1M Low: |
2.510 |
1.870 |
| 6M High / 6M Low: |
4.830 |
1.870 |
| High (YTD): |
2024-03-07 |
4.830 |
| Low (YTD): |
2024-05-20 |
1.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.11% |
| Volatility 6M: |
|
88.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
