BNP Paribas Call 170 DG 20.12.2024
/ DE000PC5CZJ1
BNP Paribas Call 170 DG 20.12.202.../ DE000PC5CZJ1 /
| 2024-05-29 9:20:35 PM |
Chg.-0.070 |
Bid9:45:05 PM |
Ask9:45:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-10.14% |
0.630
Bid Size: 4,762 |
0.650
Ask Size: 4,616 |
Dollar General Corpo... |
170.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PC5CZJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.35 |
| Parity: |
-2.56 |
| Time value: |
0.72 |
| Break-even: |
163.86 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
6.17 |
| Rho: |
0.21 |
Quote data
| Open: |
0.680 |
| High: |
0.740 |
| Low: |
0.610 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
-7.46% |
| 3 Months |
|
|
-45.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.600 |
| 1M High / 1M Low: |
0.860 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
