BNP Paribas Call 340 2FE 20.12.2024
/ DE000PN6VWR6
BNP Paribas Call 340 2FE 20.12.20.../ DE000PN6VWR6 /
| 05/08/2024 21:50:30 |
Chg.-0.630 |
Bid21:59:56 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.190EUR |
-9.24% |
6.270
Bid Size: 900 |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PN6VWR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.37 |
| Intrinsic value: |
5.54 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
5.54 |
| Time value: |
1.28 |
| Break-even: |
408.20 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.11 |
| Spread %: |
-1.59% |
| Delta: |
0.82 |
| Theta: |
-0.10 |
| Omega: |
4.77 |
| Rho: |
0.97 |
Quote data
| Open: |
5.820 |
| High: |
6.590 |
| Low: |
5.550 |
| Previous Close: |
6.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.73% |
| 1 Month |
|
|
-3.43% |
| 3 Months |
|
|
-22.63% |
| YTD |
|
|
+224.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.820 |
5.590 |
| 1M High / 1M Low: |
7.420 |
5.280 |
| 6M High / 6M Low: |
8.650 |
3.910 |
| High (YTD): |
27/03/2024 |
8.650 |
| Low (YTD): |
23/01/2024 |
1.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.521 |
| Avg. volume 6M: |
|
1.575 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.99% |
| Volatility 6M: |
|
100.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
