BNP Paribas Call 115 DLTR 21.06.2024
/ DE000PN77DS0
BNP Paribas Call 115 DLTR 21.06.2.../ DE000PN77DS0 /
| 2024-06-06 9:50:28 PM |
Chg.-0.140 |
Bid9:58:28 PM |
Ask9:58:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-50.00% |
0.150
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
Dollar Tree Inc |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN77DS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
37.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.06 |
| Time value: |
0.28 |
| Break-even: |
108.56 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.02 |
| Spread %: |
7.69% |
| Delta: |
0.49 |
| Theta: |
-0.10 |
| Omega: |
18.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.250 |
| High: |
0.300 |
| Low: |
0.140 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.05% |
| 1 Month |
|
|
-85.57% |
| 3 Months |
|
|
-95.93% |
| YTD |
|
|
-95.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.280 |
| 1M High / 1M Low: |
1.110 |
0.280 |
| 6M High / 6M Low: |
3.540 |
0.280 |
| High (YTD): |
2024-03-07 |
3.540 |
| Low (YTD): |
2024-06-05 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.775 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.022 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
323.95% |
| Volatility 6M: |
|
177.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
