BNP Paribas Call 140 DG 20.12.2024
/ DE000PZ17238
BNP Paribas Call 140 DG 20.12.202.../ DE000PZ17238 /
2024-05-31 9:50:39 PM |
Chg.+0.390 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.220EUR |
+46.99% |
1.280 Bid Size: 2,700 |
1.300 Ask Size: 2,700 |
Dollar General Corpo... |
140.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
PZ1723 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar General Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.36 |
Parity: |
-1.11 |
Time value: |
0.89 |
Break-even: |
138.15 |
Moneyness: |
0.91 |
Premium: |
0.17 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.02 |
Spread %: |
2.30% |
Delta: |
0.45 |
Theta: |
-0.03 |
Omega: |
5.92 |
Rho: |
0.24 |
Quote data
Open: |
0.860 |
High: |
1.220 |
Low: |
0.860 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-35.45% |
1 Month |
|
|
-26.51% |
3 Months |
|
|
-51.97% |
YTD |
|
|
-32.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.940 |
0.830 |
1M High / 1M Low: |
2.040 |
0.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-12 |
3.290 |
Low (YTD): |
2024-05-30 |
0.830 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.460 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.600 |
Avg. volume 1M: |
|
22.727 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
294.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |