BNP Paribas Call 98 DLTR 21.06.2024
/ DE000PN8Y2M0
BNP Paribas Call 98 DLTR 21.06.20.../ DE000PN8Y2M0 /
| 2024-05-27 4:50:37 PM |
Chg.+0.010 |
Bid4:55:11 PM |
Ask4:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
+0.58% |
1.740
Bid Size: 6,300 |
1.780
Ask Size: 6,300 |
Dollar Tree Inc |
98.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PN8Y2M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.28 |
| Parity: |
1.60 |
| Time value: |
0.18 |
| Break-even: |
108.15 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
3.49% |
| Delta: |
0.85 |
| Theta: |
-0.09 |
| Omega: |
5.08 |
| Rho: |
0.05 |
Quote data
| Open: |
1.730 |
| High: |
1.740 |
| Low: |
1.720 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
-28.10% |
| 3 Months |
|
|
-64.56% |
| YTD |
|
|
-60.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.590 |
| 1M High / 1M Low: |
2.360 |
1.590 |
| 6M High / 6M Low: |
4.950 |
1.590 |
| High (YTD): |
2024-03-07 |
4.950 |
| Low (YTD): |
2024-05-20 |
1.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.83% |
| Volatility 6M: |
|
99.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
