BNP Paribas Call 120 DG 20.09.2024
/ DE000PZ172X2
BNP Paribas Call 120 DG 20.09.202.../ DE000PZ172X2 /
| 06/06/2024 08:53:13 |
Chg.-0.07 |
Bid12:08:31 |
Ask12:08:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-3.80% |
1.78
Bid Size: 4,500 |
1.87
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: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
1.33 |
| Time value: |
0.51 |
| Break-even: |
128.76 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.10% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
5.11 |
| Rho: |
0.22 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.06% |
| 1 Month |
|
|
-20.63% |
| 3 Months |
|
|
-54.38% |
| YTD |
|
|
-29.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.32 |
| 1M High / 1M Low: |
2.89 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/03/2024 |
4.34 |
| Low (YTD): |
31/05/2024 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
