BNP Paribas Call 120 DG 21.06.2024
/ DE000PZ172S2
BNP Paribas Call 120 DG 21.06.202.../ DE000PZ172S2 /
| 11/06/2024 08:54:30 |
Chg.+0.070 |
Bid17:08:51 |
Ask17:08:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
0.750
Bid Size: 4,200 |
0.770
Ask Size: 4,200 |
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: |
15.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
0.71 |
| Time value: |
0.08 |
| Break-even: |
119.39 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.84 |
| Theta: |
-0.10 |
| Omega: |
12.67 |
| Rho: |
0.03 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.01% |
| 1 Month |
|
|
-64.98% |
| 3 Months |
|
|
-79.57% |
| YTD |
|
|
-66.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.810 |
0.690 |
| 1M High / 1M Low: |
2.590 |
0.690 |
| 6M High / 6M Low: |
4.080 |
0.690 |
| High (YTD): |
13/03/2024 |
4.080 |
| Low (YTD): |
10/06/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.841 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
453.36% |
| Volatility 6M: |
|
208.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
