BNP Paribas Call 130 DG 20.12.2024
/ DE000PC2X511
BNP Paribas Call 130 DG 20.12.202.../ DE000PC2X511 /
| 2024-05-28 9:50:28 PM |
Chg.-0.260 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.230EUR |
-10.44% |
2.250
Bid Size: 2,900 |
2.270
Ask Size: 2,900 |
Dollar General Corpo... |
130.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC2X51 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
1.40 |
| Time value: |
1.13 |
| Break-even: |
144.99 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.61% |
| Delta: |
0.72 |
| Theta: |
-0.04 |
| Omega: |
3.80 |
| Rho: |
0.40 |
Quote data
| Open: |
2.480 |
| High: |
2.480 |
| Low: |
2.190 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.88% |
| 1 Month |
|
|
-4.29% |
| 3 Months |
|
|
-16.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.050 |
| 1M High / 1M Low: |
2.600 |
1.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.170 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
