BNP Paribas Call 440 2FE 20.12.2024
/ DE000PC6NN35
BNP Paribas Call 440 2FE 20.12.20.../ DE000PC6NN35 /
| 2024-07-29 9:50:29 PM |
Chg.-0.060 |
Bid9:56:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-6.74% |
0.830
Bid Size: 3,615 |
-
Ask Size: - |
FERRARI N.V. |
440.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-6.25 |
| Time value: |
0.75 |
| Break-even: |
447.50 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
-0.13 |
| Spread %: |
-14.77% |
| Delta: |
0.22 |
| Theta: |
-0.07 |
| Omega: |
11.31 |
| Rho: |
0.31 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.770 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.15% |
| 1 Month |
|
|
-10.75% |
| 3 Months |
|
|
-58.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.760 |
| 1M High / 1M Low: |
1.470 |
0.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
