BNP Paribas Call 170 DG 20.09.2024
/ DE000PC5CZG7
BNP Paribas Call 170 DG 20.09.202.../ DE000PC5CZG7 /
| 2024-05-16 8:33:29 AM |
Chg.+0.010 |
Bid7:31:08 PM |
Ask7:31:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
0.480
Bid Size: 6,800 |
0.500
Ask Size: 6,800 |
Dollar General Corpo... |
170.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC5CZG |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.34 |
| Parity: |
-2.66 |
| Time value: |
0.37 |
| Break-even: |
159.83 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
8.60 |
| Rho: |
0.10 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.63% |
| 1 Month |
|
|
-32.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.270 |
| 1M High / 1M Low: |
0.530 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
