BNP Paribas Call 110 DLTR 21.06.2024
/ DE000PN77DT8
BNP Paribas Call 110 DLTR 21.06.2.../ DE000PN77DT8 /
| 2024-06-05 8:16:16 AM |
Chg.-0.19 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
-15.08% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.27 |
| Parity: |
0.95 |
| Time value: |
0.27 |
| Break-even: |
113.29 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.75 |
| Theta: |
-0.17 |
| Omega: |
6.84 |
| Rho: |
0.03 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.44% |
| 1 Month |
|
|
-21.32% |
| 3 Months |
|
|
-72.49% |
| YTD |
|
|
-69.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
0.79 |
| 1M High / 1M Low: |
1.41 |
0.74 |
| 6M High / 6M Low: |
3.90 |
0.74 |
| High (YTD): |
2024-03-08 |
3.90 |
| Low (YTD): |
2024-05-24 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.37% |
| Volatility 6M: |
|
135.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
