BNP Paribas Call 120 DG 16.01.2026
/ DE000PZ173J9
BNP Paribas Call 120 DG 16.01.202.../ DE000PZ173J9 /
| 2024-06-05 9:50:40 PM |
Chg.+0.050 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.180EUR |
+1.60% |
3.160
Bid Size: 1,900 |
3.190
Ask Size: 1,900 |
Dollar General Corpo... |
120.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
PZ173J |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
1.33 |
| Time value: |
1.84 |
| Break-even: |
141.98 |
| Moneyness: |
1.12 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
0.96% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
2.84 |
| Rho: |
0.94 |
Quote data
| Open: |
3.180 |
| High: |
3.220 |
| Low: |
2.930 |
| Previous Close: |
3.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.64% |
| 1 Month |
|
|
-7.83% |
| 3 Months |
|
|
-35.50% |
| YTD |
|
|
-10.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.640 |
2.680 |
| 1M High / 1M Low: |
4.180 |
2.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
5.410 |
| Low (YTD): |
2024-05-30 |
2.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
