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BNP Paribas Call 160 DG 19.12.202.../  DE000PZ173F7  /

Frankfurt Zert./BNP
30/07/2024  20:21:04 Chg.+0.070 Bid30/07/2024 Ask30/07/2024 Underlying Strike price Expiration date Option type
1.020EUR +7.37% 1.020
Bid Size: 12,400		 1.040
Ask Size: 12,400		 Dollar General Corpo... 160.00 USD 19/12/2025 Call
 

Master data

WKN: PZ173F
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dollar General Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 19/12/2025
Issue date: 07/12/2023
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.30
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.32
Parity: -3.94
Time value: 0.96
Break-even: 157.49
Moneyness: 0.73
Premium: 0.45
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 2.13%
Delta: 0.36
Theta: -0.02
Omega: 4.10
Rho: 0.41
 

Quote data

Open: 0.940
High: 1.050
Low: 0.940
Previous Close: 0.950
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month
  -27.14%
3 Months
  -47.15%
YTD
  -48.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.910
1M High / 1M Low: 1.430 0.910
6M High / 6M Low: 3.300 0.910
High (YTD): 12/03/2024 3.300
Low (YTD): 24/07/2024 0.910
52W High: - -
52W Low: - -
Avg. price 1W:   0.954
Avg. volume 1W:   0.000
Avg. price 1M:   1.147
Avg. volume 1M:   0.000
Avg. price 6M:   1.932
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.57%
Volatility 6M:   130.23%
Volatility 1Y:   -
Volatility 3Y:   -