BNP Paribas Call 110 DG 17.01.2025
/ DE000PC39G65
BNP Paribas Call 110 DG 17.01.202.../ DE000PC39G65 /
| 2024-05-30 9:20:47 AM |
Chg.-0.170 |
Bid9:30:48 AM |
Ask9:30:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.260EUR |
-4.96% |
3.220
Bid Size: 2,000 |
3.390
Ask Size: 2,000 |
Dollar General Corpo... |
110.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PC39G6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
2.97 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
2.97 |
| Time value: |
0.68 |
| Break-even: |
137.87 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.83% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
3.02 |
| Rho: |
0.47 |
Quote data
| Open: |
3.270 |
| High: |
3.270 |
| Low: |
3.250 |
| Previous Close: |
3.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.55% |
| 1 Month |
|
|
-7.91% |
| 3 Months |
|
|
-22.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.380 |
| 1M High / 1M Low: |
4.020 |
3.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.628 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
