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BNP Paribas Call 150 DG 17.01.202.../  DE000PZ17295  /

EUWAX
2024-06-11  8:54:30 AM Chg.+0.030 Bid5:12:22 PM Ask5:12:22 PM Underlying Strike price Expiration date Option type
0.650EUR +4.84% 0.660
Bid Size: 5,600		 0.680
Ask Size: 5,600		 Dollar General Corpo... 150.00 USD 2025-01-17 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: 2025-01-17
Issue date: 2023-12-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.45
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.32
Parity: -2.07
Time value: 0.68
Break-even: 146.16
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 3.03%
Delta: 0.36
Theta: -0.03
Omega: 6.21
Rho: 0.21
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.44%
1 Month
  -52.90%
3 Months
  -74.71%
YTD
  -56.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.620
1M High / 1M Low: 1.640 0.620
6M High / 6M Low: 2.830 0.620
High (YTD): 2024-03-13 2.830
Low (YTD): 2024-06-10 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.846
Avg. volume 1W:   0.000
Avg. price 1M:   1.202
Avg. volume 1M:   0.000
Avg. price 6M:   1.606
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   308.14%
Volatility 6M:   167.90%
Volatility 1Y:   -
Volatility 3Y:   -