BNP Paribas Call 160 DG 20.09.2024
/ DE000PZ17212
BNP Paribas Call 160 DG 20.09.202.../ DE000PZ17212 /
| 2024-05-16 2:50:29 PM |
Chg.+0.070 |
Bid2024-05-16 |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+12.50% |
0.630
Bid Size: 4,762 |
0.720
Ask Size: 4,167 |
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: |
22.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
-1.74 |
| Time value: |
0.58 |
| Break-even: |
152.75 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.34 |
| Theta: |
-0.05 |
| Omega: |
7.66 |
| Rho: |
0.13 |
Quote data
| Open: |
0.560 |
| High: |
0.630 |
| Low: |
0.560 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.15% |
| 1 Month |
|
|
-23.17% |
| 3 Months |
|
|
-37.62% |
| YTD |
|
|
-25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.820 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
1.840 |
| Low (YTD): |
2024-05-06 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.588 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
