BNP Paribas Call 150 DG 20.09.2024
/ DE000PZ17204
BNP Paribas Call 150 DG 20.09.202.../ DE000PZ17204 /
| 2024-05-16 9:50:24 PM |
Chg.+0.260 |
Bid9:58:41 PM |
Ask9:58:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
+29.89% |
1.110
Bid Size: 3,000 |
1.130
Ask Size: 3,000 |
Dollar General Corpo... |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1720 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.34 |
| Parity: |
-0.82 |
| Time value: |
0.89 |
| Break-even: |
146.66 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
0.46 |
| Theta: |
-0.05 |
| Omega: |
6.68 |
| Rho: |
0.18 |
Quote data
| Open: |
0.860 |
| High: |
1.130 |
| Low: |
0.860 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.80% |
| 1 Month |
|
|
-5.83% |
| 3 Months |
|
|
-16.91% |
| YTD |
|
|
-0.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.720 |
| 1M High / 1M Low: |
1.200 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
2.350 |
| Low (YTD): |
2024-05-06 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.901 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
