BNP Paribas Call 150 DG 17.01.2025
/ DE000PZ17295
BNP Paribas Call 150 DG 17.01.202.../ DE000PZ17295 /
| 2024-06-05 8:54:29 AM |
Chg.-0.20 |
Bid8:41:11 PM |
Ask8:41:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.91EUR |
-18.02% |
0.88
Bid Size: 5,200 |
0.90
Ask Size: 5,200 |
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: |
13.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-1.42 |
| Time value: |
0.92 |
| Break-even: |
147.05 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
2.22% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
5.77 |
| Rho: |
0.27 |
Quote data
| Open: |
0.91 |
| High: |
0.91 |
| Low: |
0.91 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.53% |
| 1 Month |
|
|
-24.79% |
| 3 Months |
|
|
-55.61% |
| YTD |
|
|
-39.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
0.69 |
| 1M High / 1M Low: |
1.64 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-13 |
2.83 |
| Low (YTD): |
2024-05-31 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
