BNP Paribas Call 420 DPZ 20.12.20.../  DE000PC2X6B4  /

EUWAX
9/13/2024  8:38:17 AM Chg.-0.13 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
2.08EUR -5.88% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 420.00 - 12/20/2024 Call
 

Master data

WKN: PC2X6B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 12/20/2024
Issue date: 1/4/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.14
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.25
Parity: -5.66
Time value: 2.12
Break-even: 441.20
Moneyness: 0.87
Premium: 0.21
Premium p.a.: 1.07
Spread abs.: 0.12
Spread %: 6.00%
Delta: 0.36
Theta: -0.20
Omega: 6.18
Rho: 0.29
 

Quote data

Open: 2.08
High: 2.08
Low: 2.08
Previous Close: 2.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.96%
1 Month
  -52.83%
3 Months
  -82.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.85 2.08
1M High / 1M Low: 4.57 1.96
6M High / 6M Low: 12.24 1.96
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.40
Avg. volume 1W:   0.00
Avg. price 1M:   2.95
Avg. volume 1M:   0.00
Avg. price 6M:   7.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.03%
Volatility 6M:   150.75%
Volatility 1Y:   -
Volatility 3Y:   -