BNP Paribas Call 110 DLTR 21.06.2024
/ DE000PN77DT8
BNP Paribas Call 110 DLTR 21.06.2.../ DE000PN77DT8 /
| 6/3/2024 8:15:41 AM |
Chg.+0.200 |
Bid10:24:27 AM |
Ask10:24:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+22.99% |
1.060
Bid Size: 3,500 |
1.120
Ask Size: 3,500 |
Dollar Tree Inc |
110.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
PN77DT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar Tree Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.28 |
| Parity: |
0.73 |
| Time value: |
0.36 |
| Break-even: |
112.26 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.71 |
| Theta: |
-0.17 |
| Omega: |
7.04 |
| Rho: |
0.03 |
Quote data
| Open: |
1.070 |
| High: |
1.070 |
| Low: |
1.070 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.22% |
| 1 Month |
|
|
-15.75% |
| 3 Months |
|
|
-71.39% |
| YTD |
|
|
-69.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.750 |
| 1M High / 1M Low: |
1.410 |
0.740 |
| 6M High / 6M Low: |
3.900 |
0.740 |
| High (YTD): |
3/8/2024 |
3.900 |
| Low (YTD): |
5/24/2024 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.091 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.32% |
| Volatility 6M: |
|
127.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
