BNP Paribas Call 250 2FE 20.12.2024
/ DE000PN6VWK1
BNP Paribas Call 250 2FE 20.12.20.../ DE000PN6VWK1 /
| 02/08/2024 09:08:14 |
Chg.+1.56 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.60EUR |
+11.96% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
250.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PN6VWK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.88 |
| Intrinsic value: |
14.54 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
14.54 |
| Time value: |
0.42 |
| Break-even: |
399.60 |
| Moneyness: |
1.58 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.11 |
| Spread %: |
-0.73% |
| Delta: |
0.98 |
| Theta: |
-0.04 |
| Omega: |
2.59 |
| Rho: |
0.91 |
Quote data
| Open: |
14.60 |
| High: |
14.60 |
| Low: |
14.60 |
| Previous Close: |
13.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.88% |
| 1 Month |
|
|
-2.01% |
| 3 Months |
|
|
-6.77% |
| YTD |
|
|
+102.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.60 |
13.04 |
| 1M High / 1M Low: |
15.40 |
13.04 |
| 6M High / 6M Low: |
16.54 |
10.43 |
| High (YTD): |
25/03/2024 |
16.54 |
| Low (YTD): |
05/01/2024 |
7.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
14.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.32% |
| Volatility 6M: |
|
59.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
