BNP Paribas Call 140 DG 20.09.2024
/ DE000PZ172Z7
BNP Paribas Call 140 DG 20.09.202.../ DE000PZ172Z7 /
| 2024-05-16 9:21:08 AM |
Chg.0.000 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
0.00% |
1.290
Bid Size: 2,326 |
1.390
Ask Size: 2,159 |
Dollar General Corpo... |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PZ172Z |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
10.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.34 |
| Parity: |
0.03 |
| Time value: |
1.25 |
| Break-even: |
142.26 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.57 |
| Theta: |
-0.05 |
| Omega: |
5.80 |
| Rho: |
0.22 |
Quote data
| Open: |
1.280 |
| High: |
1.290 |
| Low: |
1.280 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
-23.21% |
| 3 Months |
|
|
-27.93% |
| YTD |
|
|
-14.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.100 |
| 1M High / 1M Low: |
1.680 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
2.940 |
| Low (YTD): |
2024-05-06 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.330 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
