BNP Paribas Call 350 DPZ 20.12.2024
/ DE000PZ17311
BNP Paribas Call 350 DPZ 20.12.20.../ DE000PZ17311 /
| 10/16/2024 8:53:53 AM |
Chg.-0.13 |
Bid3:23:26 PM |
Ask3:23:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.51EUR |
-1.70% |
7.54
Bid Size: 3,200 |
7.64
Ask Size: 3,200 |
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: |
7.51 |
| High: |
7.51 |
| Low: |
7.51 |
| Previous Close: |
7.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.43% |
| 1 Month |
|
|
+27.50% |
| 3 Months |
|
|
-43.36% |
| YTD |
|
|
-11.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.83 |
5.97 |
| 1M High / 1M Low: |
8.08 |
5.89 |
| 6M High / 6M Low: |
18.15 |
5.89 |
| High (YTD): |
6/25/2024 |
18.15 |
| Low (YTD): |
9/16/2024 |
5.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.84% |
| Volatility 6M: |
|
112.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
