BNP Paribas Call 380 DPZ 20.12.2024
/ DE000PC2X6C2
BNP Paribas Call 380 DPZ 20.12.20.../ DE000PC2X6C2 /
| 12/07/2024 21:50:23 |
Chg.+1.600 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.590EUR |
+16.02% |
11.510
Bid Size: 2,600 |
11.570
Ask Size: 2,600 |
Dominos Pizza Inc |
380.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
PC2X6C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.52 |
| Intrinsic value: |
5.51 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.21 |
| Parity: |
5.51 |
| Time value: |
4.57 |
| Break-even: |
480.80 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
0.60% |
| Delta: |
0.72 |
| Theta: |
-0.21 |
| Omega: |
3.09 |
| Rho: |
0.93 |
Quote data
| Open: |
10.060 |
| High: |
11.860 |
| Low: |
10.030 |
| Previous Close: |
9.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.86% |
| 1 Month |
|
|
-23.50% |
| 3 Months |
|
|
-11.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.480 |
9.990 |
| 1M High / 1M Low: |
15.550 |
9.990 |
| 6M High / 6M Low: |
15.640 |
6.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.982 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.96% |
| Volatility 6M: |
|
88.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
