BNP Paribas Call 130 DG 21.06.2024
/ DE000PZ172T0
BNP Paribas Call 130 DG 21.06.202.../ DE000PZ172T0 /
| 2024-05-16 9:50:27 PM |
Chg.+0.430 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+30.50% |
1.810
Bid Size: 3,800 |
1.830
Ask Size: 3,800 |
Dollar General Corpo... |
130.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.34 |
| Parity: |
1.02 |
| Time value: |
0.41 |
| Break-even: |
133.69 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.42% |
| Delta: |
0.73 |
| Theta: |
-0.10 |
| Omega: |
6.62 |
| Rho: |
0.08 |
Quote data
| Open: |
1.400 |
| High: |
1.840 |
| Low: |
1.400 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
-2.13% |
| 3 Months |
|
|
-7.54% |
| YTD |
|
|
+8.88% |
| 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): |
2024-03-12 |
3.290 |
| Low (YTD): |
2024-05-06 |
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: |
|
- |
