BNP Paribas Call 150 DG 20.12.2024
/ DE000PZ17246
BNP Paribas Call 150 DG 20.12.202.../ DE000PZ17246 /
| 2024-05-29 8:53:16 AM |
Chg.-0.17 |
Bid9:46:02 PM |
Ask9:46:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
-11.64% |
1.19
Bid Size: 2,522 |
1.21
Ask Size: 2,480 |
Dollar General Corpo... |
150.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1724 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
9.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.35 |
| Parity: |
-0.71 |
| Time value: |
1.32 |
| Break-even: |
151.43 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
5.10 |
| Rho: |
0.30 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.73% |
| 1 Month |
|
|
-3.73% |
| 3 Months |
|
|
-23.67% |
| YTD |
|
|
-9.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.15 |
| 1M High / 1M Low: |
1.54 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-13 |
2.74 |
| Low (YTD): |
2024-05-07 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
