BNP Paribas Call 130 DLTR 20.12.2024
/ DE000PN7E178
BNP Paribas Call 130 DLTR 20.12.2.../ DE000PN7E178 /
| 2024-05-24 8:33:40 AM |
Chg.-0.070 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-7.87% |
-
Bid Size: - |
-
Ask Size: - |
Dollar Tree Inc |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN7E17 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
-1.35 |
| Time value: |
0.95 |
| Break-even: |
129.35 |
| Moneyness: |
0.89 |
| Premium: |
0.22 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.06 |
| Spread %: |
6.74% |
| Delta: |
0.44 |
| Theta: |
-0.04 |
| Omega: |
4.97 |
| Rho: |
0.22 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.70% |
| 1 Month |
|
|
-30.51% |
| 3 Months |
|
|
-71.23% |
| YTD |
|
|
-69.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.820 |
| 1M High / 1M Low: |
1.200 |
0.820 |
| 6M High / 6M Low: |
3.120 |
0.820 |
| High (YTD): |
2024-03-07 |
3.120 |
| Low (YTD): |
2024-05-24 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.947 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.43% |
| Volatility 6M: |
|
117.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
