BNP Paribas Call 380 2FE 20.12.2024
/ DE000PZ1EN73
BNP Paribas Call 380 2FE 20.12.20.../ DE000PZ1EN73 /
| 26/07/2024 21:50:30 |
Chg.+0.320 |
Bid21:59:25 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
+11.55% |
3.080
Bid Size: 1,300 |
-
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: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.46 |
| Time value: |
3.03 |
| Break-even: |
410.30 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.29 |
| Spread %: |
10.58% |
| Delta: |
0.54 |
| Theta: |
-0.12 |
| Omega: |
6.75 |
| Rho: |
0.70 |
Quote data
| Open: |
2.760 |
| High: |
3.120 |
| Low: |
2.760 |
| Previous Close: |
2.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.44% |
| 1 Month |
|
|
-14.64% |
| 3 Months |
|
|
-36.55% |
| YTD |
|
|
+276.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.650 |
2.770 |
| 1M High / 1M Low: |
4.410 |
2.770 |
| 6M High / 6M Low: |
5.800 |
0.810 |
| High (YTD): |
27/03/2024 |
5.800 |
| Low (YTD): |
24/01/2024 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.599 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.809 |
| Avg. volume 6M: |
|
34.646 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.62% |
| Volatility 6M: |
|
233.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
