BNP Paribas Call 380 DPZ 20.09.2024
/ DE000PC38QP3
BNP Paribas Call 380 DPZ 20.09.20.../ DE000PC38QP3 /
| 8/16/2024 8:23:00 AM |
Chg.+0.17 |
Bid5:58:11 PM |
Ask5:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.16EUR |
+2.84% |
5.76
Bid Size: 6,200 |
-
Ask Size: - |
Dominos Pizza Inc |
380.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC38QP |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/31/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.25 |
| Parity: |
2.52 |
| Time value: |
3.66 |
| Break-even: |
441.80 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.08 |
| Spread %: |
1.31% |
| Delta: |
0.65 |
| Theta: |
-0.67 |
| Omega: |
4.23 |
| Rho: |
0.19 |
Quote data
| Open: |
6.16 |
| High: |
6.16 |
| Low: |
6.16 |
| Previous Close: |
5.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.83% |
| 1 Month |
|
|
-38.09% |
| 3 Months |
|
|
-53.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.28 |
5.64 |
| 1M High / 1M Low: |
10.46 |
3.26 |
| 6M High / 6M Low: |
14.89 |
3.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
10.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.11% |
| Volatility 6M: |
|
141.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
