BNP Paribas Call 120 DG 21.06.2024
/ DE000PZ172S2
BNP Paribas Call 120 DG 21.06.202.../ DE000PZ172S2 /
| 05/06/2024 21:50:31 |
Chg.+0.050 |
Bid21:59:59 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+3.68% |
1.380
Bid Size: 6,700 |
-
Ask Size: - |
Dollar General Corpo... |
120.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PZ172S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
1.02 |
| Historic volatility: |
0.31 |
| Parity: |
1.33 |
| Time value: |
0.48 |
| Break-even: |
128.38 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.44 |
| Spread %: |
32.12% |
| Delta: |
0.74 |
| Theta: |
-0.27 |
| Omega: |
5.07 |
| Rho: |
0.03 |
Quote data
| Open: |
1.410 |
| High: |
1.450 |
| Low: |
1.100 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.79% |
| 1 Month |
|
|
-23.37% |
| 3 Months |
|
|
-60.50% |
| YTD |
|
|
-37.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
0.810 |
| 1M High / 1M Low: |
2.630 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
12/03/2024 |
4.070 |
| Low (YTD): |
30/05/2024 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
430.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
