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BNP Paribas Call 120 DG 20.12.202.../  DE000PZ17220  /

Frankfurt Zert./BNP
18/06/2024  08:50:40 Chg.+0.050 Bid09:10:03 Ask09:10:03 Underlying Strike price Expiration date Option type
1.660EUR +3.11% 1.670
Bid Size: 1,797		 1.770
Ask Size: 1,695		 Dollar General Corpo... 120.00 USD 20/12/2024 Call
 

Master data

WKN: PZ1722
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar General Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 20/12/2024
Issue date: 07/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 0.54
Implied volatility: 0.38
Historic volatility: 0.32
Parity: 0.54
Time value: 1.09
Break-even: 128.42
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 1.24%
Delta: 0.65
Theta: -0.04
Omega: 4.67
Rho: 0.30
 

Quote data

Open: 1.660
High: 1.660
Low: 1.660
Previous Close: 1.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.60%
1 Month
  -41.55%
3 Months
  -58.71%
YTD
  -40.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.480
1M High / 1M Low: 3.120 1.480
6M High / 6M Low: 4.590 1.480
High (YTD): 12/03/2024 4.590
Low (YTD): 13/06/2024 1.480
52W High: - -
52W Low: - -
Avg. price 1W:   1.568
Avg. volume 1W:   0.000
Avg. price 1M:   2.211
Avg. volume 1M:   0.000
Avg. price 6M:   2.987
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.33%
Volatility 6M:   128.58%
Volatility 1Y:   -
Volatility 3Y:   -