BNP Paribas Call 140 DG 21.06.2024
/ DE000PZ172U8
BNP Paribas Call 140 DG 21.06.202.../ DE000PZ172U8 /
| 2024-05-16 8:54:54 AM |
Chg.+0.030 |
Bid4:27:01 PM |
Ask4:27:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+3.70% |
1.110
Bid Size: 5,200 |
1.130
Ask Size: 5,200 |
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: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.34 |
| Parity: |
0.10 |
| Time value: |
0.77 |
| Break-even: |
137.28 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.56 |
| Theta: |
-0.12 |
| Omega: |
8.34 |
| Rho: |
0.06 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-23.64% |
| YTD |
|
|
-31.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.660 |
| 1M High / 1M Low: |
1.210 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-13 |
2.580 |
| Low (YTD): |
2024-05-07 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
