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BNP Paribas Call 160 DG 20.09.202.../  DE000PZ17212  /

EUWAX
2024-06-12  8:54:42 AM Chg.-0.020 Bid6:19:44 PM Ask6:19:44 PM Underlying Strike price Expiration date Option type
0.130EUR -13.33% 0.100
Bid Size: 13,800		 0.120
Ask Size: 13,800		 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: 73.77
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -3.09
Time value: 0.16
Break-even: 150.58
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 1.43
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.15
Theta: -0.03
Omega: 10.85
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.00%
1 Month
  -76.36%
3 Months
  -92.66%
YTD
  -84.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.140
1M High / 1M Low: 0.730 0.130
6M High / 6M Low: 1.840 0.130
High (YTD): 2024-03-13 1.840
Low (YTD): 2024-05-31 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.822
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   607.79%
Volatility 6M:   293.72%
Volatility 1Y:   -
Volatility 3Y:   -