BNP Paribas Call 380 DPZ 17.01.2025
/ DE000PC38QV1
BNP Paribas Call 380 DPZ 17.01.20.../ DE000PC38QV1 /
| 8/9/2024 9:50:25 PM |
Chg.+0.150 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.250EUR |
+2.11% |
7.130
Bid Size: 3,600 |
7.190
Ask Size: 3,600 |
Dominos Pizza Inc |
380.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
PC38QV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.25 |
| Parity: |
2.16 |
| Time value: |
5.03 |
| Break-even: |
451.90 |
| Moneyness: |
1.06 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.06 |
| Spread %: |
0.84% |
| Delta: |
0.65 |
| Theta: |
-0.19 |
| Omega: |
3.61 |
| Rho: |
0.82 |
Quote data
| Open: |
7.180 |
| High: |
7.300 |
| Low: |
7.000 |
| Previous Close: |
7.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.40% |
| 1 Month |
|
|
-30.62% |
| 3 Months |
|
|
-49.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.250 |
6.500 |
| 1M High / 1M Low: |
11.750 |
4.690 |
| 6M High / 6M Low: |
15.800 |
4.690 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.64% |
| Volatility 6M: |
|
116.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
