BNP Paribas Call 120 DG 20.09.2024
/ DE000PZ172X2
BNP Paribas Call 120 DG 20.09.202.../ DE000PZ172X2 /
| 31/05/2024 21:50:28 |
Chg.+0.560 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.870EUR |
+42.75% |
1.960
Bid Size: 4,500 |
1.980
Ask Size: 4,500 |
Dollar General Corpo... |
120.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PZ172X |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.36 |
| Parity: |
0.73 |
| Time value: |
0.65 |
| Break-even: |
124.59 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
1.47% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
5.87 |
| Rho: |
0.21 |
Quote data
| Open: |
1.330 |
| High: |
1.870 |
| Low: |
1.330 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.75% |
| 1 Month |
|
|
-23.98% |
| 3 Months |
|
|
-45.80% |
| YTD |
|
|
-25.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
1.310 |
| 1M High / 1M Low: |
2.930 |
1.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
12/03/2024 |
4.330 |
| Low (YTD): |
30/05/2024 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
