BNP Paribas Call 170 DG 17.01.2025
/ DE000PC5CZK9
BNP Paribas Call 170 DG 17.01.202.../ DE000PC5CZK9 /
| 28/05/2024 20:20:57 |
Chg.-0.140 |
Bid20:45:37 |
Ask20:45:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-15.38% |
0.760
Bid Size: 4,800 |
0.780
Ask Size: 4,800 |
Dollar General Corpo... |
170.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC5CZK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.35 |
| Parity: |
-2.28 |
| Time value: |
0.95 |
| Break-even: |
166.02 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
4.40% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
5.47 |
| Rho: |
0.27 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.760 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.10% |
| 1 Month |
|
|
-4.94% |
| 3 Months |
|
|
-31.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.690 |
| 1M High / 1M Low: |
0.960 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
