BNP Paribas Call 130 DG 21.06.2024
/ DE000PZ172T0
BNP Paribas Call 130 DG 21.06.202.../ DE000PZ172T0 /
| 05/06/2024 10:24:18 |
Chg.-0.350 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-36.84% |
-
Bid Size: - |
-
Ask Size: - |
Dollar General Corpo... |
130.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PZ172T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
20.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
0.41 |
| Time value: |
0.20 |
| Break-even: |
125.57 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.70 |
| Theta: |
-0.11 |
| Omega: |
14.22 |
| Rho: |
0.04 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.18% |
| 1 Month |
|
|
-49.58% |
| 3 Months |
|
|
-79.09% |
| YTD |
|
|
-64.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.290 |
| 1M High / 1M Low: |
1.800 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/03/2024 |
3.300 |
| Low (YTD): |
31/05/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
694.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
