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

Frankfurt Zert./BNP
14/06/2024  21:50:27 Chg.+0.090 Bid21:59:59 Ask21:59:59 Underlying Strike price Expiration date Option type
1.570EUR +6.08% 1.610
Bid Size: 3,000		 1.630
Ask Size: 3,000		 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: 7.71
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.38
Implied volatility: 0.37
Historic volatility: 0.32
Parity: 0.38
Time value: 1.12
Break-even: 126.76
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 1.35%
Delta: 0.63
Theta: -0.04
Omega: 4.85
Rho: 0.30
 

Quote data

Open: 1.480
High: 1.570
Low: 1.420
Previous Close: 1.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.27%
1 Month
  -42.70%
3 Months
  -55.14%
YTD
  -43.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.710 1.480
1M High / 1M Low: 3.240 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:   1.602
Avg. volume 1W:   0.000
Avg. price 1M:   2.386
Avg. volume 1M:   0.000
Avg. price 6M:   3.001
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   228.22%
Volatility 6M:   129.07%
Volatility 1Y:   -
Volatility 3Y:   -