BNP Paribas Call 110 DLTR 21.06.2024
/ DE000PN77DT8
BNP Paribas Call 110 DLTR 21.06.2.../ DE000PN77DT8 /
2024-05-27 12:50:34 PM |
Chg.0.000 |
Bid1:04:41 PM |
Ask1:04:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
0.00% |
0.900 Bid Size: 3,334 |
0.980 Ask Size: 3,300 |
Dollar Tree Inc |
110.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
PN77DT |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar Tree Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-07 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.50 |
Implied volatility: |
0.62 |
Historic volatility: |
0.28 |
Parity: |
0.50 |
Time value: |
0.46 |
Break-even: |
111.01 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.06 |
Spread %: |
6.67% |
Delta: |
0.65 |
Theta: |
-0.13 |
Omega: |
7.23 |
Rho: |
0.04 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.92% |
1 Month |
|
|
-38.78% |
3 Months |
|
|
-76.86% |
YTD |
|
|
-74.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.790 |
1M High / 1M Low: |
1.430 |
0.790 |
6M High / 6M Low: |
3.940 |
0.790 |
High (YTD): |
2024-03-07 |
3.940 |
Low (YTD): |
2024-05-20 |
0.790 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.832 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.448 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.33% |
Volatility 6M: |
|
128.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |