BNP Paribas Call 120 DG 20.12.2024
/ DE000PZ17220
BNP Paribas Call 120 DG 20.12.202.../ DE000PZ17220 /
| 2024-05-15 8:54:51 AM |
Chg.+0.18 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
+6.92% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.34 |
| Parity: |
1.88 |
| Time value: |
0.92 |
| Break-even: |
138.97 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
3.55 |
| Rho: |
0.43 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.02% |
| 1 Month |
|
|
-13.66% |
| 3 Months |
|
|
+2.21% |
| YTD |
|
|
+0.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.55 |
| 1M High / 1M Low: |
3.26 |
2.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-13 |
4.60 |
| Low (YTD): |
2024-01-24 |
2.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
