BNP Paribas Call 350 DPZ 20.12.2024
/ DE000PZ17311
BNP Paribas Call 350 DPZ 20.12.20.../ DE000PZ17311 /
7/12/2024 9:50:31 PM |
Chg.+1.660 |
Bid9:59:54 PM |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
14.060EUR |
+13.39% |
13.960 Bid Size: 2,100 |
- 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: |
3.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.68 |
Intrinsic value: |
10.06 |
Implied volatility: |
0.68 |
Historic volatility: |
0.21 |
Parity: |
10.06 |
Time value: |
3.50 |
Break-even: |
485.60 |
Moneyness: |
1.29 |
Premium: |
0.08 |
Premium p.a.: |
0.19 |
Spread abs.: |
-0.40 |
Spread %: |
-2.87% |
Delta: |
0.79 |
Theta: |
-0.20 |
Omega: |
2.64 |
Rho: |
0.98 |
Quote data
Open: |
12.470 |
High: |
14.330 |
Low: |
12.430 |
Previous Close: |
12.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.61% |
1 Month |
|
|
-20.65% |
3 Months |
|
|
-8.76% |
YTD |
|
|
+66.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.980 |
12.400 |
1M High / 1M Low: |
18.160 |
12.400 |
6M High / 6M Low: |
18.170 |
8.350 |
High (YTD): |
4/30/2024 |
18.170 |
Low (YTD): |
1/5/2024 |
7.740 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.430 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
15.885 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
13.451 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.14% |
Volatility 6M: |
|
77.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |