BNP Paribas Call 150 DG 21.03.2025
/ DE000PC9W880
BNP Paribas Call 150 DG 21.03.202.../ DE000PC9W880 /
| 2024-06-05 8:20:50 PM |
Chg.-0.020 |
Bid8:30:28 PM |
Ask8:30:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-1.80% |
1.100
Bid Size: 4,600 |
1.120
Ask Size: 4,600 |
Dollar General Corpo... |
150.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
PC9W88 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-1.42 |
| Time value: |
1.14 |
| Break-even: |
149.25 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
5.00 |
| Rho: |
0.36 |
Quote data
| Open: |
1.130 |
| High: |
1.150 |
| Low: |
0.980 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.520 |
0.840 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
