BNP Paribas Call 340 2FE 20.12.2024
/ DE000PN6VWR6
BNP Paribas Call 340 2FE 20.12.20.../ DE000PN6VWR6 /
| 6/25/2024 4:05:17 PM |
Chg.+0.320 |
Bid4:09:38 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.140EUR |
+4.69% |
7.150
Bid Size: 4,000 |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.52 |
| Intrinsic value: |
5.39 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
5.39 |
| Time value: |
1.43 |
| Break-even: |
408.20 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.15% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
4.75 |
| Rho: |
1.25 |
Quote data
| Open: |
6.860 |
| High: |
7.200 |
| Low: |
6.670 |
| Previous Close: |
6.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.24% |
| 1 Month |
|
|
+12.80% |
| 3 Months |
|
|
-16.98% |
| YTD |
|
|
+273.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.830 |
6.250 |
| 1M High / 1M Low: |
7.040 |
5.600 |
| 6M High / 6M Low: |
8.650 |
1.720 |
| High (YTD): |
3/27/2024 |
8.650 |
| Low (YTD): |
1/23/2024 |
1.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.643 |
| Avg. volume 6M: |
|
3.200 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.27% |
| Volatility 6M: |
|
169.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
