BNP Paribas Call 90 DLTR 20.12.2024
/ DE000PN8Y2V1
BNP Paribas Call 90 DLTR 20.12.20.../ DE000PN8Y2V1 /
| 2024-06-06 8:59:20 AM |
Chg.-0.49 |
Bid9:20:05 AM |
Ask9:20:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.77EUR |
-15.03% |
2.77
Bid Size: 3,050 |
2.84
Ask Size: 3,050 |
Dollar Tree Inc |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PN8Y2V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
2.78 |
| Time value: |
0.56 |
| Break-even: |
116.11 |
| Moneyness: |
1.34 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
2.80 |
| Rho: |
0.33 |
Quote data
| Open: |
2.77 |
| High: |
2.77 |
| Low: |
2.77 |
| Previous Close: |
3.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.36% |
| 1 Month |
|
|
-19.71% |
| 3 Months |
|
|
-53.76% |
| YTD |
|
|
-48.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.78 |
| 1M High / 1M Low: |
3.52 |
2.75 |
| 6M High / 6M Low: |
5.99 |
2.75 |
| High (YTD): |
2024-03-12 |
5.99 |
| Low (YTD): |
2024-05-29 |
2.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.65% |
| Volatility 6M: |
|
74.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
