BNP Paribas Call 170 DG 21.06.2024
/ DE000PC5CZF9
BNP Paribas Call 170 DG 21.06.202.../ DE000PC5CZF9 /
| 2024-05-16 8:33:29 AM |
Chg.+0.010 |
Bid10:05:14 AM |
Ask10:05:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+11.11% |
0.100
Bid Size: 10,000 |
0.190
Ask Size: 10,000 |
Dollar General Corpo... |
170.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
PC5CZF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dollar General Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
107.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
-2.66 |
| Time value: |
0.12 |
| Break-even: |
157.33 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
6.17 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.13 |
| Theta: |
-0.06 |
| Omega: |
14.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
-52.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.060 |
| 1M High / 1M Low: |
0.210 |
0.054 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
347.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
