BNP Paribas Call 350 DPZ 20.12.2024
/ DE000PZ17311
BNP Paribas Call 350 DPZ 20.12.20.../ DE000PZ17311 /
10/16/2024 4:35:27 PM |
Chg.-0.020 |
Bid4:43:19 PM |
Ask10/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
7.490EUR |
-0.27% |
7.450 Bid Size: 6,400 |
- Ask Size: - |
Dominos Pizza Inc |
350.00 - |
12/20/2024 |
Call |
Master data
WKN: |
PZ1731 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
Dominos Pizza Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 - |
Maturity: |
12/20/2024 |
Issue date: |
12/7/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.70 |
Intrinsic value: |
4.26 |
Implied volatility: |
0.82 |
Historic volatility: |
0.25 |
Parity: |
4.26 |
Time value: |
3.38 |
Break-even: |
426.40 |
Moneyness: |
1.12 |
Premium: |
0.09 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.08 |
Spread %: |
1.06% |
Delta: |
0.70 |
Theta: |
-0.38 |
Omega: |
3.59 |
Rho: |
0.35 |
Quote data
Open: |
7.510 |
High: |
7.800 |
Low: |
7.450 |
Previous Close: |
7.510 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.31% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
-45.25% |
YTD |
|
|
-11.47% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.820 |
5.970 |
1M High / 1M Low: |
8.090 |
5.970 |
6M High / 6M Low: |
18.170 |
5.940 |
High (YTD): |
4/30/2024 |
18.170 |
Low (YTD): |
9/3/2024 |
5.940 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.707 |
Avg. volume 6M: |
|
22.554 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.97% |
Volatility 6M: |
|
116.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |