BNP Paribas Call 140 DG 21.06.2024
/ DE000PZ172U8
BNP Paribas Call 140 DG 21.06.202.../ DE000PZ172U8 /
| 2024-05-16 9:21:08 AM |
Chg.-0.010 |
Bid9:35:17 AM |
Ask9:35:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-1.18% |
0.840
Bid Size: 3,572 |
0.940
Ask Size: 3,192 |
Dollar General Corpo... |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ172U |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
15.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.34 |
| Parity: |
0.03 |
| Time value: |
0.81 |
| Break-even: |
137.86 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.55 |
| Theta: |
-0.11 |
| Omega: |
8.44 |
| Rho: |
0.06 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.830 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.33% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
-42.47% |
| YTD |
|
|
-31.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.680 |
| 1M High / 1M Low: |
1.240 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
2.580 |
| Low (YTD): |
2024-05-06 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
