BNP Paribas Call 130 DG 20.09.2024
/ DE000PZ172Y0
BNP Paribas Call 130 DG 20.09.202.../ DE000PZ172Y0 /
| 6/12/2024 8:54:44 AM |
Chg.-0.040 |
Bid5:14:25 PM |
Ask5:14:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-4.76% |
0.650
Bid Size: 6,800 |
0.670
Ask Size: 6,800 |
Dollar General Corpo... |
130.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-0.30 |
| Time value: |
0.83 |
| Break-even: |
129.34 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.51 |
| Theta: |
-0.05 |
| Omega: |
7.22 |
| Rho: |
0.14 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.96% |
| 1 Month |
|
|
-56.52% |
| 3 Months |
|
|
-77.21% |
| YTD |
|
|
-59.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.790 |
| 1M High / 1M Low: |
2.190 |
0.790 |
| 6M High / 6M Low: |
3.620 |
0.790 |
| High (YTD): |
3/13/2024 |
3.620 |
| Low (YTD): |
6/10/2024 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.105 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.68% |
| Volatility 6M: |
|
184.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
