BNP Paribas Call 130 DG 20.09.2024
/ DE000PZ172Y0
BNP Paribas Call 130 DG 20.09.202.../ DE000PZ172Y0 /
| 05/06/2024 14:50:31 |
Chg.+0.040 |
Bid05/06/2024 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+3.33% |
1.240
Bid Size: 3,500 |
1.330
Ask Size: 3,500 |
Dollar General Corpo... |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PZ172Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.41 |
| Time value: |
0.82 |
| Break-even: |
131.77 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.65% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
6.32 |
| Rho: |
0.19 |
Quote data
| Open: |
1.230 |
| High: |
1.240 |
| Low: |
1.220 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.63% |
| 1 Month |
|
|
-20.51% |
| 3 Months |
|
|
-60.76% |
| YTD |
|
|
-37.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
0.800 |
| 1M High / 1M Low: |
2.230 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
12/03/2024 |
3.610 |
| Low (YTD): |
30/05/2024 |
0.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
