BNP Paribas Call 140 DG 17.01.2025
/ DE000PZ17287
BNP Paribas Call 140 DG 17.01.202.../ DE000PZ17287 /
| 2024-05-29 8:53:16 AM |
Chg.-0.21 |
Bid7:09:04 PM |
Ask7:09:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-10.34% |
1.78
Bid Size: 4,800 |
1.80
Ask Size: 4,800 |
Dollar General Corpo... |
140.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1728 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.35 |
| Parity: |
0.21 |
| Time value: |
1.65 |
| Break-even: |
147.62 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
4.32 |
| Rho: |
0.39 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.67% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
-18.02% |
| YTD |
|
|
-3.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.65 |
| 1M High / 1M Low: |
2.11 |
1.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-13 |
3.39 |
| Low (YTD): |
2024-05-07 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
