BNP Paribas Call 120 DG 21.06.2024
/ DE000PZ172S2
BNP Paribas Call 120 DG 21.06.202.../ DE000PZ172S2 /
| 2024-05-16 5:35:13 PM |
Chg.+0.410 |
Bid5:43:56 PM |
Ask5:43:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
+19.25% |
2.560
Bid Size: 12,800 |
2.580
Ask Size: 12,800 |
Dollar General Corpo... |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ172S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
1.93 |
| Time value: |
0.23 |
| Break-even: |
131.81 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.93% |
| Delta: |
0.85 |
| Theta: |
-0.08 |
| Omega: |
5.11 |
| Rho: |
0.09 |
Quote data
| Open: |
2.130 |
| High: |
2.600 |
| Low: |
2.130 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.12% |
| 1 Month |
|
|
-4.15% |
| 3 Months |
|
|
-3.05% |
| YTD |
|
|
+12.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.890 |
| 1M High / 1M Low: |
2.660 |
1.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
4.070 |
| Low (YTD): |
2024-05-06 |
1.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
