BNP Paribas Call 130 DG 20.09.2024
/ DE000PZ172Y0
BNP Paribas Call 130 DG 20.09.202.../ DE000PZ172Y0 /
| 2024-05-16 8:54:54 AM |
Chg.+0.03 |
Bid10:05:07 AM |
Ask10:05:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
+1.68% |
1.83
Bid Size: 3,600 |
1.92
Ask Size: 3,600 |
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: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.19% |
| 1 Month |
|
|
-18.02% |
| 3 Months |
|
|
-2.67% |
| YTD |
|
|
-7.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.58 |
| 1M High / 1M Low: |
2.25 |
1.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-13 |
3.62 |
| Low (YTD): |
2024-05-07 |
1.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
