BNP Paribas Call 450 DPZ 20.09.20.../  DE000PC38QS7  /

EUWAX
2024-07-26  8:19:11 AM Chg.-0.030 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.900EUR -3.23% -
Bid Size: -
-
Ask Size: -
Dominos Pizza Inc 450.00 - 2024-09-20 Call
 

Master data

WKN: PC38QS
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Dominos Pizza Inc
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-09-20
Issue date: 2024-01-31
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.73
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -6.55
Time value: 0.69
Break-even: 456.90
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 2.14
Spread abs.: 0.06
Spread %: 9.52%
Delta: 0.21
Theta: -0.17
Omega: 11.46
Rho: 0.11
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.17%
1 Month
  -87.60%
3 Months
  -86.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.420
1M High / 1M Low: 7.320 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   3.938
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   434.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -