BNP Paribas Call 140 DG 20.12.2024
/ DE000PZ17238
BNP Paribas Call 140 DG 20.12.202.../ DE000PZ17238 /
| 2024-05-29 9:50:41 PM |
Chg.-0.130 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-7.56% |
1.550
Bid Size: 2,500 |
1.570
Ask Size: 2,500 |
Dollar General Corpo... |
140.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1723 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.35 |
| Parity: |
0.21 |
| Time value: |
1.54 |
| Break-even: |
146.52 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
4.55 |
| Rho: |
0.35 |
Quote data
| Open: |
1.710 |
| High: |
1.810 |
| Low: |
1.580 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.92% |
| 1 Month |
|
|
-4.22% |
| 3 Months |
|
|
-31.76% |
| YTD |
|
|
-12.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.560 |
| 1M High / 1M Low: |
2.040 |
1.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
3.290 |
| Low (YTD): |
2024-05-06 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.658 |
| Avg. volume 1M: |
|
23.810 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
