BNP Paribas Call 130 DG 21.06.2024
/ DE000PZ172T0
BNP Paribas Call 130 DG 21.06.202.../ DE000PZ172T0 /
| 16/05/2024 08:50:32 |
Chg.-0.010 |
Bid09:07:36 |
Ask09:07:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-0.71% |
1.410
Bid Size: 2,128 |
1.510
Ask Size: 1,987 |
Dollar General Corpo... |
130.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
PZ172T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
07/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
0.95 |
| Time value: |
0.45 |
| Break-even: |
134.22 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
1.45% |
| Delta: |
0.72 |
| Theta: |
-0.10 |
| Omega: |
6.65 |
| Rho: |
0.08 |
Quote data
| Open: |
1.400 |
| High: |
1.400 |
| Low: |
1.400 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
-25.53% |
| 3 Months |
|
|
-29.65% |
| YTD |
|
|
-17.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.200 |
| 1M High / 1M Low: |
1.880 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
12/03/2024 |
3.290 |
| Low (YTD): |
06/05/2024 |
1.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
