BNP Paribas Call 120 DG 17.01.2025
/ DE000PZ17279
BNP Paribas Call 120 DG 17.01.202.../ DE000PZ17279 /
2024-05-31 9:50:39 PM |
Chg.+0.600 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.370EUR |
+33.90% |
2.440 Bid Size: 3,000 |
2.460 Ask Size: 3,000 |
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: |
6.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.83 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.36 |
Historic volatility: |
0.36 |
Parity: |
0.73 |
Time value: |
1.12 |
Break-even: |
129.29 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
1.09% |
Delta: |
0.67 |
Theta: |
-0.03 |
Omega: |
4.30 |
Rho: |
0.39 |
Quote data
Open: |
1.820 |
High: |
2.370 |
Low: |
1.820 |
Previous Close: |
1.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.52% |
1 Month |
|
|
-17.42% |
3 Months |
|
|
-37.47% |
YTD |
|
|
-16.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.200 |
1.770 |
1M High / 1M Low: |
3.320 |
1.770 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-12 |
4.660 |
Low (YTD): |
2024-05-30 |
1.770 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.608 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.779 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
217.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |