BNP Paribas Call 140 DG 17.01.2025
/ DE000PZ17287
BNP Paribas Call 140 DG 17.01.202.../ DE000PZ17287 /
| 2024-06-05 9:50:40 PM |
Chg.+0.020 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+1.60% |
1.250
Bid Size: 2,500 |
1.270
Ask Size: 2,500 |
Dollar General Corpo... |
140.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
PZ1728 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-0.50 |
| Time value: |
1.27 |
| Break-even: |
141.36 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.60% |
| Delta: |
0.53 |
| Theta: |
-0.04 |
| Omega: |
5.16 |
| Rho: |
0.33 |
Quote data
| Open: |
1.270 |
| High: |
1.290 |
| Low: |
1.080 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.56% |
| 1 Month |
|
|
-15.33% |
| 3 Months |
|
|
-57.67% |
| YTD |
|
|
-32.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
0.930 |
| 1M High / 1M Low: |
2.140 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
3.380 |
| Low (YTD): |
2024-05-30 |
0.930 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
