BNP Paribas Call 340 2FE 20.12.2024
/ DE000PN6VWR6
BNP Paribas Call 340 2FE 20.12.20.../ DE000PN6VWR6 /
| 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: |
|
- |
