BNP Paribas Call 340 2FE 20.12.2024
/ DE000PN6VWR6
BNP Paribas Call 340 2FE 20.12.20.../ DE000PN6VWR6 /
| 2024-07-05 9:20:36 AM |
Chg.-0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.77EUR |
-0.15% |
-
Bid Size: - |
-
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: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.88 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
4.72 |
| Time value: |
2.05 |
| Break-even: |
407.70 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.32 |
| Spread %: |
4.96% |
| Delta: |
0.76 |
| Theta: |
-0.11 |
| Omega: |
4.37 |
| Rho: |
1.04 |
Quote data
| Open: |
6.77 |
| High: |
6.77 |
| Low: |
6.77 |
| Previous Close: |
6.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.21% |
| 1 Month |
|
|
+6.95% |
| 3 Months |
|
|
-3.84% |
| YTD |
|
|
+263.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.78 |
5.67 |
| 1M High / 1M Low: |
6.79 |
5.67 |
| 6M High / 6M Low: |
8.75 |
1.71 |
| High (YTD): |
2024-03-25 |
8.75 |
| Low (YTD): |
2024-01-25 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.06% |
| Volatility 6M: |
|
156.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
