BNP Paribas Call 340 2FE 20.12.2024
/ DE000PN6VWR6
BNP Paribas Call 340 2FE 20.12.20.../ DE000PN6VWR6 /
| 25/10/2024 09:22:14 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.11EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 - |
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 - |
| Maturity: |
20/12/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
28/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.71 |
| Intrinsic value: |
8.60 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.26 |
| Parity: |
8.60 |
| Time value: |
2.58 |
| Break-even: |
451.80 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.65 |
| Omega: |
2.99 |
| Rho: |
0.23 |
Quote data
| Open: |
11.11 |
| High: |
11.11 |
| Low: |
11.11 |
| Previous Close: |
11.13 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.72% |
| 3 Months |
|
|
+75.24% |
| YTD |
|
|
+497.31% |
| 1 Year |
|
|
+285.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.13 |
9.53 |
| 6M High / 6M Low: |
11.36 |
5.17 |
| High (YTD): |
03/09/2024 |
11.36 |
| Low (YTD): |
25/01/2024 |
1.71 |
| 52W High: |
03/09/2024 |
11.36 |
| 52W Low: |
25/01/2024 |
1.71 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.21 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
81.57% |
| Volatility 6M: |
|
98.16% |
| Volatility 1Y: |
|
137.28% |
| Volatility 3Y: |
|
- |
