BNP Paribas Call 380 2FE 20.12.2024
/ DE000PZ1EN73
BNP Paribas Call 380 2FE 20.12.20.../ DE000PZ1EN73 /
| 2024-07-26 8:17:04 AM |
Chg.-0.27 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-8.91% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-0.25 |
| Time value: |
3.09 |
| Break-even: |
410.90 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.55 |
| Theta: |
-0.12 |
| Omega: |
6.78 |
| Rho: |
0.71 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
3.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.36% |
| 1 Month |
|
|
-17.37% |
| 3 Months |
|
|
-36.70% |
| YTD |
|
|
+245.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.49 |
2.76 |
| 1M High / 1M Low: |
4.36 |
2.76 |
| 6M High / 6M Low: |
5.92 |
0.88 |
| High (YTD): |
2024-03-27 |
5.92 |
| Low (YTD): |
2024-01-25 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.03% |
| Volatility 6M: |
|
212.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
