BNP Paribas Call 160 DG 20.09.2024
/ DE000PZ17212
BNP Paribas Call 160 DG 20.09.202.../ DE000PZ17212 /
| 2024-05-31 9:50:28 PM |
Chg.+0.110 |
Bid9:55:44 PM |
Ask9:55:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+91.67% |
0.250
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
Dollar General Corpo... |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PZ1721 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
78.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.36 |
| Parity: |
-2.96 |
| Time value: |
0.15 |
| Break-even: |
149.22 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
11.42 |
| Rho: |
0.05 |
Quote data
| Open: |
0.130 |
| High: |
0.230 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.67% |
| 1 Month |
|
|
-57.41% |
| 3 Months |
|
|
-82.17% |
| YTD |
|
|
-72.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.120 |
| 1M High / 1M Low: |
0.750 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
1.840 |
| Low (YTD): |
2024-05-30 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
518.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
