BNP Paribas Call 170 DG 20.09.2024
/ DE000PC5CZG7
BNP Paribas Call 170 DG 20.09.202.../ DE000PC5CZG7 /
| 2024-06-04 9:50:41 PM |
Chg.-0.070 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-35.00% |
0.130
Bid Size: 10,000 |
0.150
Ask Size: 10,000 |
Dollar General Corpo... |
170.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5CZG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-2.79 |
| Time value: |
0.24 |
| Break-even: |
158.26 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
10.25 |
| Rho: |
0.07 |
Quote data
| Open: |
0.210 |
| High: |
0.230 |
| Low: |
0.130 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.67% |
| 1 Month |
|
|
-48.00% |
| 3 Months |
|
|
-88.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.062 |
| 1M High / 1M Low: |
0.490 |
0.062 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
611.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
