BNP Paribas Call 250 2FE 20.12.2024
/ DE000PN6VWK1
BNP Paribas Call 250 2FE 20.12.20.../ DE000PN6VWK1 /
| 6/25/2024 9:07:38 AM |
Chg.+0.11 |
Bid10:57:13 AM |
Ask10:57:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.84EUR |
+0.75% |
14.88
Bid Size: 3,500 |
-
Ask Size: - |
FERRARI N.V. |
250.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
PN6VWK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.83 |
| Intrinsic value: |
14.39 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
14.39 |
| Time value: |
0.48 |
| Break-even: |
398.70 |
| Moneyness: |
1.58 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.07% |
| Delta: |
0.99 |
| Theta: |
-0.03 |
| Omega: |
2.61 |
| Rho: |
1.17 |
Quote data
| Open: |
14.84 |
| High: |
14.84 |
| Low: |
14.84 |
| Previous Close: |
14.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.77% |
| 1 Month |
|
|
+6.00% |
| 3 Months |
|
|
-10.28% |
| YTD |
|
|
+105.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.73 |
14.15 |
| 1M High / 1M Low: |
14.82 |
13.21 |
| 6M High / 6M Low: |
16.54 |
7.04 |
| High (YTD): |
3/25/2024 |
16.54 |
| Low (YTD): |
1/5/2024 |
7.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
14.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
12.77 |
| Avg. volume 6M: |
|
20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.55% |
| Volatility 6M: |
|
76.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
