BNP Paribas Call 150 DG 21.06.2024
/ DE000PZ172V6
BNP Paribas Call 150 DG 21.06.202.../ DE000PZ172V6 /
| 2024-05-16 6:20:29 PM |
Chg.+0.200 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+43.48% |
0.660
Bid Size: 4,800 |
0.680
Ask Size: 4,800 |
Dollar General Corpo... |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ172V |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
-0.82 |
| Time value: |
0.48 |
| Break-even: |
142.56 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
1.64 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.38 |
| Theta: |
-0.11 |
| Omega: |
10.27 |
| Rho: |
0.04 |
Quote data
| Open: |
0.450 |
| High: |
0.670 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.14% |
| 1 Month |
|
|
-12.00% |
| 3 Months |
|
|
-36.54% |
| YTD |
|
|
-23.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.350 |
| 1M High / 1M Low: |
0.750 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
1.960 |
| Low (YTD): |
2024-05-06 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
