BNP Paribas Call 120 DG 20.12.2024
/ DE000PZ17220
BNP Paribas Call 120 DG 20.12.202.../ DE000PZ17220 /
| 2024-05-21 9:50:29 PM |
Chg.+0.370 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.930EUR |
+14.45% |
2.900
Bid Size: 3,400 |
2.920
Ask Size: 3,400 |
Dollar General Corpo... |
120.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1722 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
1.64 |
| Time value: |
0.94 |
| Break-even: |
136.29 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.78% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
3.69 |
| Rho: |
0.40 |
Quote data
| Open: |
2.550 |
| High: |
3.130 |
| Low: |
2.530 |
| Previous Close: |
2.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.93% |
| 1 Month |
|
|
-8.44% |
| 3 Months |
|
|
-6.98% |
| YTD |
|
|
+5.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.240 |
2.560 |
| 1M High / 1M Low: |
3.240 |
2.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
4.590 |
| Low (YTD): |
2024-01-24 |
2.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
