BNP Paribas Call 120 DG 20.06.2025
/ DE000PC9W9G1
BNP Paribas Call 120 DG 20.06.202.../ DE000PC9W9G1 /
2024-05-31 9:50:21 PM |
Chg.+0.590 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.800EUR |
+26.70% |
2.890 Bid Size: 2,300 |
2.910 Ask Size: 2,300 |
Dollar General Corpo... |
120.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
PC9W9G |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar General Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-15 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.27 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.36 |
Historic volatility: |
0.36 |
Parity: |
0.73 |
Time value: |
1.57 |
Break-even: |
133.79 |
Moneyness: |
1.07 |
Premium: |
0.13 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
0.88% |
Delta: |
0.68 |
Theta: |
-0.03 |
Omega: |
3.49 |
Rho: |
0.60 |
Quote data
Open: |
2.270 |
High: |
2.800 |
Low: |
2.270 |
Previous Close: |
2.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-21.79% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.640 |
2.210 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |