BNP Paribas Call 440 2FE 20.12.2024
/ DE000PC6NN35
BNP Paribas Call 440 2FE 20.12.20.../ DE000PC6NN35 /
| 6/28/2024 9:50:27 PM |
Chg.-0.050 |
Bid9:59:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-5.10% |
0.940
Bid Size: 3,300 |
-
Ask Size: - |
FERRARI N.V. |
440.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PC6NN3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-5.78 |
| Time value: |
0.93 |
| Break-even: |
449.30 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.06% |
| Delta: |
0.26 |
| Theta: |
-0.07 |
| Omega: |
10.65 |
| Rho: |
0.43 |
Quote data
| Open: |
1.000 |
| High: |
1.020 |
| Low: |
0.910 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.83% |
| 1 Month |
|
|
-12.26% |
| 3 Months |
|
|
-63.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
0.930 |
| 1M High / 1M Low: |
1.440 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
