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BNP Paribas Call 120 DG 17.01.202.../  DE000PZ17279  /

Frankfurt Zert./BNP
2024-06-12  9:50:34 PM Chg.-0.160 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
1.610EUR -9.04% 1.610
Bid Size: 2,900		 1.630
Ask Size: 2,900		 Dollar General Corpo... 120.00 USD 2025-01-17 Call
 

Master data

WKN: PZ1727
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar General Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.59
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 0.63
Implied volatility: 0.37
Historic volatility: 0.32
Parity: 0.63
Time value: 1.16
Break-even: 129.63
Moneyness: 1.06
Premium: 0.10
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 1.13%
Delta: 0.66
Theta: -0.03
Omega: 4.35
Rho: 0.36
 

Quote data

Open: 1.770
High: 1.810
Low: 1.550
Previous Close: 1.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -29.39%
1 Month
  -44.10%
3 Months
  -65.45%
YTD
  -43.51%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.280 1.740
1M High / 1M Low: 3.320 1.740
6M High / 6M Low: 4.660 1.740
High (YTD): 2024-03-12 4.660
Low (YTD): 2024-06-07 1.740
52W High: - -
52W Low: - -
Avg. price 1W:   1.898
Avg. volume 1W:   0.000
Avg. price 1M:   2.565
Avg. volume 1M:   0.000
Avg. price 6M:   3.091
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.67%
Volatility 6M:   127.24%
Volatility 1Y:   -
Volatility 3Y:   -