BNP Paribas Call 118 DLTR 21.06.2024
/ DE000PN8Y2F4
BNP Paribas Call 118 DLTR 21.06.2.../ DE000PN8Y2F4 /
| 2024-06-05 9:50:24 PM |
Chg.-0.560 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-77.78% |
0.140
Bid Size: 10,000 |
0.160
Ask Size: 10,000 |
Dollar Tree Inc |
118.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN8Y2F |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.00 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: |
14.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
0.21 |
| Time value: |
0.53 |
| Break-even: |
115.84 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.59 |
| Theta: |
-0.20 |
| Omega: |
8.76 |
| Rho: |
0.03 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.120 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.96% |
| 1 Month |
|
|
-81.61% |
| 3 Months |
|
|
-95.08% |
| YTD |
|
|
-94.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.470 |
| 1M High / 1M Low: |
0.940 |
0.420 |
| 6M High / 6M Low: |
3.300 |
0.420 |
| High (YTD): |
2024-03-07 |
3.300 |
| Low (YTD): |
2024-05-28 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
1,863.636 |
| Avg. price 6M: |
|
1.842 |
| Avg. volume 6M: |
|
328 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.77% |
| Volatility 6M: |
|
160.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
