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BNP Paribas Call 160 DG 20.09.202.../  DE000PZ17212  /

EUWAX
2024-06-11  8:54:30 AM Chg.+0.010 Bid4:28:47 PM Ask4:28:47 PM Underlying Strike price Expiration date Option type
0.150EUR +7.14% 0.150
Bid Size: 12,800		 0.170
Ask Size: 12,800		 Dollar General Corpo... 160.00 USD 2024-09-20 Call
 

Master data

WKN: PZ1721
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar General Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-12-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.78
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -3.00
Time value: 0.17
Break-even: 150.35
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 1.35
Spread abs.: 0.02
Spread %: 13.33%
Delta: 0.15
Theta: -0.03
Omega: 10.78
Rho: 0.05
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.140
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.33%
1 Month
  -72.73%
3 Months
  -90.80%
YTD
  -81.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.140
1M High / 1M Low: 0.730 0.130
6M High / 6M Low: 1.840 0.130
High (YTD): 2024-03-13 1.840
Low (YTD): 2024-05-31 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.826
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   623.07%
Volatility 6M:   293.78%
Volatility 1Y:   -
Volatility 3Y:   -