BNP Paribas Call 380 DPZ 20.09.2024
/ DE000PC38QP3
BNP Paribas Call 380 DPZ 20.09.20.../ DE000PC38QP3 /
| 2024-07-12 8:17:44 AM |
Chg.-0.45 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.20EUR |
-4.66% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
380.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
PC38QP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.87 |
| Intrinsic value: |
5.51 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.21 |
| Parity: |
5.51 |
| Time value: |
3.60 |
| Break-even: |
471.10 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.33% |
| Delta: |
0.72 |
| Theta: |
-0.40 |
| Omega: |
3.43 |
| Rho: |
0.42 |
Quote data
| Open: |
9.20 |
| High: |
9.20 |
| Low: |
9.20 |
| Previous Close: |
9.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.30% |
| 1 Month |
|
|
-35.98% |
| 3 Months |
|
|
-28.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.67 |
9.61 |
| 1M High / 1M Low: |
14.89 |
9.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
