BNP Paribas Call 120 DG 20.09.2024
/ DE000PZ172X2
BNP Paribas Call 120 DG 20.09.202.../ DE000PZ172X2 /
| 2024-06-05 8:54:29 AM |
Chg.-0.34 |
Bid6:43:25 PM |
Ask6:43:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
-15.60% |
1.83
Bid Size: 8,600 |
1.85
Ask Size: 8,600 |
Dollar General Corpo... |
120.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
1.33 |
| Time value: |
0.50 |
| Break-even: |
128.58 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
1.11% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
5.17 |
| Rho: |
0.22 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
2.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.40% |
| 1 Month |
|
|
-18.94% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
-26.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
1.32 |
| 1M High / 1M Low: |
2.89 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-13 |
4.34 |
| Low (YTD): |
2024-05-31 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
