BNP Paribas Call 120 DLTR 21.06.2024
/ DE000PN77DR2
BNP Paribas Call 120 DLTR 21.06.2.../ DE000PN77DR2 /
| 2024-06-06 11:50:29 AM |
Chg.-0.020 |
Bid11:53:46 AM |
Ask11:53:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-20.00% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN77DR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
87.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.52 |
| Time value: |
0.12 |
| Break-even: |
111.56 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
3.18 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.27 |
| Theta: |
-0.09 |
| Omega: |
23.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.080 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.49% |
| 1 Month |
|
|
-88.73% |
| 3 Months |
|
|
-97.39% |
| YTD |
|
|
-97.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.100 |
| 1M High / 1M Low: |
0.830 |
0.100 |
| 6M High / 6M Low: |
3.150 |
0.100 |
| High (YTD): |
2024-03-07 |
3.150 |
| Low (YTD): |
2024-06-05 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
1,695.652 |
| Avg. price 6M: |
|
1.706 |
| Avg. volume 6M: |
|
312 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
387.95% |
| Volatility 6M: |
|
204.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
