BNP Paribas Call 125 DLTR 20.09.2024
/ DE000PC38795
BNP Paribas Call 125 DLTR 20.09.2.../ DE000PC38795 /
| 2024-05-31 9:50:25 PM |
Chg.+0.140 |
Bid9:57:25 PM |
Ask9:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+20.00% |
0.830
Bid Size: 4,000 |
0.850
Ask Size: 4,000 |
Dollar Tree Inc |
125.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC3879 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
-0.65 |
| Time value: |
0.85 |
| Break-even: |
123.72 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
6.06 |
| Rho: |
0.13 |
Quote data
| Open: |
0.710 |
| High: |
0.840 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-72.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.640 |
| 1M High / 1M Low: |
1.050 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.831 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
