BNP Paribas Call 160 DG 20.12.2024
/ DE000PZ17253
BNP Paribas Call 160 DG 20.12.202.../ DE000PZ17253 /
| 2024-06-05 2:50:31 PM |
Chg.+0.020 |
Bid2024-06-05 |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
0.550
Bid Size: 5,455 |
0.640
Ask Size: 4,688 |
Dollar General Corpo... |
160.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1725 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
-2.34 |
| Time value: |
0.56 |
| Break-even: |
152.64 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
3.70% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
6.96 |
| Rho: |
0.18 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.05% |
| 1 Month |
|
|
-26.67% |
| 3 Months |
|
|
-71.20% |
| YTD |
|
|
-50.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.370 |
| 1M High / 1M Low: |
1.170 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-12 |
2.240 |
| Low (YTD): |
2024-05-30 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
