BNP Paribas Call 380 2FE 20.12.2024
/ DE000PZ1EN73
BNP Paribas Call 380 2FE 20.12.20.../ DE000PZ1EN73 /
| 05/07/2024 17:21:01 |
Chg.-0.360 |
Bid17:26:59 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.530EUR |
-9.25% |
3.520
Bid Size: 6,000 |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PZ1EN7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.63 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
1.35 |
| Time value: |
2.54 |
| Break-even: |
418.90 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
6.53 |
| Rho: |
0.99 |
Quote data
| Open: |
3.890 |
| High: |
4.030 |
| Low: |
3.510 |
| Previous Close: |
3.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.01% |
| 1 Month |
|
|
-6.86% |
| 3 Months |
|
|
-19.04% |
| YTD |
|
|
+330.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.890 |
3.180 |
| 1M High / 1M Low: |
4.210 |
3.180 |
| 6M High / 6M Low: |
5.800 |
0.690 |
| High (YTD): |
27/03/2024 |
5.800 |
| Low (YTD): |
24/01/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.651 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.485 |
| Avg. volume 6M: |
|
34.646 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.39% |
| Volatility 6M: |
|
237.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
