BNP Paribas Call 320 2FE 20.06.2025
/ DE000PC1MFJ1
BNP Paribas Call 320 2FE 20.06.20.../ DE000PC1MFJ1 /
| 2024-05-08 9:20:09 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.44EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
320.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
PC1MFJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-05-09 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.73 |
| Intrinsic value: |
6.61 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.24 |
| Parity: |
6.61 |
| Time value: |
1.65 |
| Break-even: |
402.60 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.35 |
| Spread %: |
-4.07% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
4.21 |
| Rho: |
2.84 |
Quote data
| Open: |
8.44 |
| High: |
8.44 |
| Low: |
8.44 |
| Previous Close: |
10.66 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-17.34% |
| 3 Months |
|
|
-4.96% |
| YTD |
|
|
+150.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
10.66 |
8.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-25 |
11.27 |
| Low (YTD): |
2024-01-25 |
3.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
10.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
