BNP Paribas Call 340 2FE 20.12.2024
/ DE000PN6VWR6
BNP Paribas Call 340 2FE 20.12.20.../ DE000PN6VWR6 /
| 10/25/2024 9:50:34 PM |
Chg.+0.070 |
Bid9:59:48 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.180EUR |
+0.63% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
PN6VWR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
10/28/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.42 |
| Intrinsic value: |
7.32 |
| Implied volatility: |
1.49 |
| Historic volatility: |
0.26 |
| Parity: |
7.32 |
| Time value: |
3.79 |
| Break-even: |
451.10 |
| Moneyness: |
1.22 |
| Premium: |
0.09 |
| Premium p.a.: |
1.57 |
| Spread abs.: |
-0.06 |
| Spread %: |
-0.54% |
| Delta: |
0.75 |
| Theta: |
-0.91 |
| Omega: |
2.77 |
| Rho: |
0.18 |
Quote data
| Open: |
11.160 |
| High: |
11.430 |
| Low: |
11.040 |
| Previous Close: |
11.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.00% |
| 3 Months |
|
|
+29.40% |
| YTD |
|
|
+485.34% |
| 1 Year |
|
|
+235.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.180 |
10.610 |
| 6M High / 6M Low: |
11.410 |
5.280 |
| High (YTD): |
9/2/2024 |
11.410 |
| Low (YTD): |
1/23/2024 |
1.720 |
| 52W High: |
9/2/2024 |
11.410 |
| 52W Low: |
1/23/2024 |
1.720 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.864 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
6.312 |
| Avg. volume 1Y: |
|
1.674 |
| Volatility 1M: |
|
26.40% |
| Volatility 6M: |
|
100.34% |
| Volatility 1Y: |
|
142.97% |
| Volatility 3Y: |
|
- |
