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: |
|
- |