BNP Paribas Call 420 DPZ 20.12.2024
/ DE000PC2X6B4
BNP Paribas Call 420 DPZ 20.12.20.../ DE000PC2X6B4 /
12/07/2024 08:33:41 |
Chg.-0.48 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
7.13EUR |
-6.31% |
- 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: |
5.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.74 |
Intrinsic value: |
3.06 |
Implied volatility: |
0.57 |
Historic volatility: |
0.21 |
Parity: |
3.06 |
Time value: |
5.42 |
Break-even: |
504.80 |
Moneyness: |
1.07 |
Premium: |
0.12 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.06 |
Spread %: |
0.71% |
Delta: |
0.66 |
Theta: |
-0.22 |
Omega: |
3.52 |
Rho: |
0.94 |
Quote data
Open: |
7.13 |
High: |
7.13 |
Low: |
7.13 |
Previous Close: |
7.61 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.30% |
1 Month |
|
|
-39.58% |
3 Months |
|
|
-32.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.67 |
7.13 |
1M High / 1M Low: |
12.24 |
7.13 |
6M High / 6M Low: |
12.24 |
4.48 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.38 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.38% |
Volatility 6M: |
|
104.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |