BNP Paribas Call 140 DG 20.09.2024
/ DE000PZ172Z7
BNP Paribas Call 140 DG 20.09.202.../ DE000PZ172Z7 /
| 6/5/2024 11:50:38 AM |
Chg.+0.020 |
Bid11:58:37 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+2.67% |
0.780
Bid Size: 3,847 |
-
Ask Size: - |
Dollar General Corpo... |
140.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
PZ172Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
16.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-0.50 |
| Time value: |
0.77 |
| Break-even: |
136.36 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.48 |
| Theta: |
-0.05 |
| Omega: |
7.64 |
| Rho: |
0.15 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.760 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.19% |
| 1 Month |
|
|
-27.36% |
| 3 Months |
|
|
-69.80% |
| YTD |
|
|
-49.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.450 |
| 1M High / 1M Low: |
1.620 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/12/2024 |
2.940 |
| Low (YTD): |
5/30/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
422.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
