BNP Paribas Call 380 DPZ 20.12.2024
/ DE000PC2X6C2
BNP Paribas Call 380 DPZ 20.12.20.../ DE000PC2X6C2 /
| 09/08/2024 21:50:29 |
Chg.+0.150 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.040EUR |
+2.18% |
6.920
Bid Size: 3,600 |
6.980
Ask Size: 3,600 |
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: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.90 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.25 |
| Parity: |
2.16 |
| Time value: |
4.82 |
| Break-even: |
449.80 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.06 |
| Spread %: |
0.87% |
| Delta: |
0.64 |
| Theta: |
-0.22 |
| Omega: |
3.71 |
| Rho: |
0.68 |
Quote data
| Open: |
6.960 |
| High: |
7.090 |
| Low: |
6.780 |
| Previous Close: |
6.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.00% |
| 1 Month |
|
|
-31.52% |
| 3 Months |
|
|
-50.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.040 |
6.300 |
| 1M High / 1M Low: |
11.590 |
4.470 |
| 6M High / 6M Low: |
15.640 |
4.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
11.060 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.92% |
| Volatility 6M: |
|
119.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
