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

EUWAX
09/08/2024  08:33:31 Chg.+0.53 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
4.42EUR +13.62% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 420.00 - 20/12/2024 Call
 

Master data

WKN: PC2X6B
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 20/12/2024
Issue date: 04/01/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.09
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.25
Parity: -1.84
Time value: 4.42
Break-even: 464.20
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.49
Spread abs.: 0.06
Spread %: 1.38%
Delta: 0.52
Theta: -0.20
Omega: 4.74
Rho: 0.60
 

Quote data

Open: 4.42
High: 4.42
Low: 4.42
Previous Close: 3.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.44%
1 Month
  -39.37%
3 Months
  -60.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.47 3.62
1M High / 1M Low: 8.63 2.72
6M High / 6M Low: 12.24 2.72
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.11
Avg. volume 1W:   0.00
Avg. price 1M:   4.91
Avg. volume 1M:   0.00
Avg. price 6M:   8.27
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.13%
Volatility 6M:   143.52%
Volatility 1Y:   -
Volatility 3Y:   -