BNP Paribas Call 340 2FE 20.12.2024
/ DE000PN6VWR6
BNP Paribas Call 340 2FE 20.12.20.../ DE000PN6VWR6 /
| 2024-05-27 9:23:07 AM |
Chg.+0.24 |
Bid9:10:51 PM |
Ask9:10:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.47EUR |
+3.85% |
6.57
Bid Size: 900 |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.10 |
| Intrinsic value: |
4.61 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
4.61 |
| Time value: |
1.72 |
| Break-even: |
403.30 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.32% |
| Delta: |
0.80 |
| Theta: |
-0.08 |
| Omega: |
4.86 |
| Rho: |
1.39 |
Quote data
| Open: |
6.47 |
| High: |
6.47 |
| Low: |
6.47 |
| Previous Close: |
6.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.01% |
| 1 Month |
|
|
-6.91% |
| 3 Months |
|
|
-8.74% |
| YTD |
|
|
+247.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.74 |
6.23 |
| 1M High / 1M Low: |
8.17 |
5.66 |
| 6M High / 6M Low: |
8.75 |
1.71 |
| High (YTD): |
2024-03-25 |
8.75 |
| Low (YTD): |
2024-01-25 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.07% |
| Volatility 6M: |
|
166.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
