BNP Paribas Call 120 DLTR 20.12.2024
/ DE000PN77DU6
BNP Paribas Call 120 DLTR 20.12.2.../ DE000PN77DU6 /
| 2024-05-24 8:15:56 AM |
Chg.-0.06 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
-4.84% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN77DU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
-0.43 |
| Time value: |
1.31 |
| Break-even: |
123.73 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
4.80% |
| Delta: |
0.54 |
| Theta: |
-0.04 |
| Omega: |
4.42 |
| Rho: |
0.26 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.32% |
| 1 Month |
|
|
-27.61% |
| 3 Months |
|
|
-65.99% |
| YTD |
|
|
-64.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
1.18 |
| 1M High / 1M Low: |
1.64 |
1.18 |
| 6M High / 6M Low: |
3.74 |
1.18 |
| High (YTD): |
2024-03-08 |
3.74 |
| Low (YTD): |
2024-05-24 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.69% |
| Volatility 6M: |
|
103.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
