BNP Paribas Call 350 DPZ 20.12.2024
/ DE000PZ17311
BNP Paribas Call 350 DPZ 20.12.20.../ DE000PZ17311 /
| 2024-09-13 9:50:25 PM |
Chg.-0.020 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.040EUR |
-0.33% |
5.930
Bid Size: 4,000 |
6.050
Ask Size: 4,000 |
Dominos Pizza Inc |
350.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PZ1731 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.25 |
| Parity: |
1.34 |
| Time value: |
4.71 |
| Break-even: |
410.50 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.12 |
| Spread %: |
2.02% |
| Delta: |
0.62 |
| Theta: |
-0.28 |
| Omega: |
3.74 |
| Rho: |
0.44 |
Quote data
| Open: |
6.080 |
| High: |
6.700 |
| Low: |
6.040 |
| Previous Close: |
6.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.13% |
| 1 Month |
|
|
-35.19% |
| 3 Months |
|
|
-65.03% |
| YTD |
|
|
-28.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.330 |
6.040 |
| 1M High / 1M Low: |
9.610 |
5.940 |
| 6M High / 6M Low: |
18.170 |
5.940 |
| High (YTD): |
2024-04-30 |
18.170 |
| Low (YTD): |
2024-09-03 |
5.940 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.223 |
| Avg. volume 1M: |
|
127.478 |
| Avg. price 6M: |
|
12.781 |
| Avg. volume 6M: |
|
22.729 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.75% |
| Volatility 6M: |
|
106.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
