BNP Paribas Call 160 DG 21.06.2024
/ DE000PZ172W4
BNP Paribas Call 160 DG 21.06.202.../ DE000PZ172W4 /
| 2024-05-16 8:54:54 AM |
Chg.+0.010 |
Bid5:52:48 PM |
Ask5:52:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+4.76% |
0.340
Bid Size: 8,824 |
0.360
Ask Size: 8,334 |
Dollar General Corpo... |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PZ172W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
53.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
-1.74 |
| Time value: |
0.24 |
| Break-even: |
149.35 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
3.23 |
| Spread abs.: |
0.02 |
| Spread %: |
9.09% |
| Delta: |
0.23 |
| Theta: |
-0.08 |
| Omega: |
12.36 |
| Rho: |
0.03 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.67% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
-55.10% |
| YTD |
|
|
-62.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.150 |
| 1M High / 1M Low: |
0.400 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-13 |
1.430 |
| Low (YTD): |
2024-05-07 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
