BNP Paribas Call 320 2FE 16.12.2027
/ DE000PG46JW8
BNP Paribas Call 320 2FE 16.12.20.../ DE000PG46JW8 /
| 2024-11-12 8:09:50 AM |
Chg.-0.14 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 15.03EUR |
-0.92% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
320.00 EUR |
2027-12-16 |
Call |
Master data
| WKN: |
PG46JW |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 EUR |
| Maturity: |
2027-12-16 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
15.30 |
| Intrinsic value: |
10.60 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
10.60 |
| Time value: |
4.77 |
| Break-even: |
473.70 |
| Moneyness: |
1.33 |
| Premium: |
0.11 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.29 |
| Spread %: |
1.92% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
2.37 |
| Rho: |
6.50 |
Quote data
| Open: |
15.03 |
| High: |
15.03 |
| Low: |
15.03 |
| Previous Close: |
15.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.20% |
| 1 Month |
|
|
+2.18% |
| 3 Months |
|
|
+17.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
15.17 |
13.75 |
| 1M High / 1M Low: |
17.81 |
13.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
16.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
