BNP Paribas Call 150 DG 20.09.2024
/ DE000PZ17204
BNP Paribas Call 150 DG 20.09.202.../ DE000PZ17204 /
| 05/06/2024 21:50:30 |
Chg.+0.010 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+2.27% |
0.450
Bid Size: 6,667 |
0.470
Ask Size: 6,383 |
Dollar General Corpo... |
150.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
PZ1720 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-1.42 |
| Time value: |
0.46 |
| Break-even: |
142.45 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.33 |
| Theta: |
-0.04 |
| Omega: |
8.94 |
| Rho: |
0.11 |
Quote data
| Open: |
0.450 |
| High: |
0.470 |
| Low: |
0.350 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.50% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
-77.83% |
| YTD |
|
|
-60.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.240 |
| 1M High / 1M Low: |
1.130 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
12/03/2024 |
2.350 |
| Low (YTD): |
30/05/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.757 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
