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BNP Paribas Call 340 2FE 20.12.20.../  DE000PN6VWR6  /

Frankfurt Zert./BNP
26/09/2024  21:50:30 Chg.+0.240 Bid21:59:58 Ask- Underlying Strike price Expiration date Option type
9.350EUR +2.63% 9.350
Bid Size: 700		 -
Ask Size: -		 FERRARI N.V. 340.00 EUR 20/12/2024 Call
 

Master data

WKN: PN6VWR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 340.00 EUR
Maturity: 20/12/2024
Issue date: 07/08/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 8.75
Intrinsic value: 8.43
Implied volatility: 0.44
Historic volatility: 0.25
Parity: 8.43
Time value: 0.82
Break-even: 432.50
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.13
Spread %: 1.43%
Delta: 0.88
Theta: -0.13
Omega: 4.05
Rho: 0.66
 

Quote data

Open: 9.270
High: 9.920
Low: 9.120
Previous Close: 9.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.07%
1 Month
  -3.81%
3 Months  
+46.32%
YTD  
+389.53%
1 Year  
+750.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.560 8.640
1M High / 1M Low: 11.410 7.990
6M High / 6M Low: 11.410 5.280
High (YTD): 02/09/2024 11.410
Low (YTD): 23/01/2024 1.720
52W High: 02/09/2024 11.410
52W Low: 26/09/2023 1.100
Avg. price 1W:   9.154
Avg. volume 1W:   0.000
Avg. price 1M:   9.647
Avg. volume 1M:   0.000
Avg. price 6M:   7.255
Avg. volume 6M:   1.563
Avg. price 1Y:   5.392
Avg. volume 1Y:   1.569
Volatility 1M:   94.27%
Volatility 6M:   101.68%
Volatility 1Y:   143.72%
Volatility 3Y:   -