BNP Paribas Call 340 2FE 20.12.20.../  DE000PN6VWR6  /

EUWAX
2024-07-31  9:18:30 AM Chg.+0.06 Bid11:06:59 AM Ask11:06:59 AM Underlying Strike price Expiration date Option type
5.72EUR +1.06% 5.51
Bid Size: 5,000
-
Ask Size: -
FERRARI N.V. 340.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-08-07
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.74
Leverage: Yes

Calculated values

Fair value: 5.03
Intrinsic value: 3.92
Implied volatility: 0.33
Historic volatility: 0.24
Parity: 3.92
Time value: 1.71
Break-even: 396.30
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.76
Theta: -0.11
Omega: 5.11
Rho: 0.90
 

Quote data

Open: 5.72
High: 5.72
Low: 5.72
Previous Close: 5.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.87%
3 Months
  -23.43%
YTD  
+207.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.72 5.25
1M High / 1M Low: 7.20 5.25
6M High / 6M Low: 8.75 2.40
High (YTD): 2024-03-25 8.75
Low (YTD): 2024-01-25 1.71
52W High: - -
52W Low: - -
Avg. price 1W:   5.54
Avg. volume 1W:   0.00
Avg. price 1M:   6.27
Avg. volume 1M:   0.00
Avg. price 6M:   6.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.23%
Volatility 6M:   151.32%
Volatility 1Y:   -
Volatility 3Y:   -