BNP Paribas Call 130 DG 20.09.2024
/ DE000PZ172Y0
BNP Paribas Call 130 DG 20.09.202.../ DE000PZ172Y0 /
| 2024-05-16 8:20:48 PM |
Chg.+0.340 |
Bid8:31:07 PM |
Ask8:31:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.160EUR |
+18.68% |
2.170
Bid Size: 7,400 |
2.190
Ask Size: 7,400 |
Dollar General Corpo... |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PZ172Y |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
1.02 |
| Time value: |
0.83 |
| Break-even: |
137.89 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
4.89 |
| Rho: |
0.25 |
Quote data
| Open: |
1.820 |
| High: |
2.210 |
| Low: |
1.820 |
| Previous Close: |
1.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.03% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
-6.09% |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.610 |
| 1M High / 1M Low: |
2.280 |
1.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
3.610 |
| Low (YTD): |
2024-05-06 |
1.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
