BNP Paribas Call 340 2FE 20.12.2024
/ DE000PN6VWR6
BNP Paribas Call 340 2FE 20.12.20.../ DE000PN6VWR6 /
| 9/17/2024 9:18:03 AM |
Chg.-0.30 |
Bid2:41:18 PM |
Ask2:41:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.79EUR |
-3.30% |
8.84
Bid Size: 3,500 |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.14 |
| Intrinsic value: |
7.75 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
7.75 |
| Time value: |
1.34 |
| Break-even: |
430.90 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.60 |
| Spread %: |
7.07% |
| Delta: |
0.83 |
| Theta: |
-0.16 |
| Omega: |
3.83 |
| Rho: |
0.66 |
Quote data
| Open: |
8.79 |
| High: |
8.79 |
| Low: |
8.79 |
| Previous Close: |
9.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.15% |
| 1 Month |
|
|
+0.11% |
| 3 Months |
|
|
+38.64% |
| YTD |
|
|
+372.58% |
| 1 Year |
|
|
+474.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.61 |
8.94 |
| 1M High / 1M Low: |
11.36 |
8.86 |
| 6M High / 6M Low: |
11.36 |
5.17 |
| High (YTD): |
9/3/2024 |
11.36 |
| Low (YTD): |
1/25/2024 |
1.71 |
| 52W High: |
9/3/2024 |
11.36 |
| 52W Low: |
9/26/2023 |
1.11 |
| Avg. price 1W: |
|
9.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.16 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
73.00% |
| Volatility 6M: |
|
104.21% |
| Volatility 1Y: |
|
141.14% |
| Volatility 3Y: |
|
- |
