BNP Paribas Call 150 DG 17.01.2025
/ DE000PZ17295
BNP Paribas Call 150 DG 17.01.202.../ DE000PZ17295 /
5/31/2024 9:50:28 PM |
Chg.+0.320 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+49.23% |
1.010 Bid Size: 2,971 |
1.030 Ask Size: 2,913 |
Dollar General Corpo... |
150.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
PZ1729 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dollar General Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
12/7/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.36 |
Parity: |
-2.04 |
Time value: |
0.70 |
Break-even: |
145.49 |
Moneyness: |
0.85 |
Premium: |
0.23 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
0.36 |
Theta: |
-0.03 |
Omega: |
6.12 |
Rho: |
0.23 |
Quote data
Open: |
0.670 |
High: |
0.970 |
Low: |
0.670 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-37.01% |
1 Month |
|
|
-27.07% |
3 Months |
|
|
-50.51% |
YTD |
|
|
-35.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.580 |
0.650 |
1M High / 1M Low: |
1.670 |
0.650 |
6M High / 6M Low: |
- |
- |
High (YTD): |
3/12/2024 |
2.830 |
Low (YTD): |
5/30/2024 |
0.650 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.288 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.308 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
250.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |