BNP Paribas Call 440 2FE 20.12.2024
/ DE000PC6NN35
BNP Paribas Call 440 2FE 20.12.20.../ DE000PC6NN35 /
2024-05-24 9:50:24 PM |
Chg.+0.030 |
Bid2024-05-24 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.280EUR |
+2.40% |
1.280 Bid Size: 2,700 |
- Ask Size: - |
FERRARI N.V. |
440.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PC6NN3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.27 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.24 |
Parity: |
-5.39 |
Time value: |
1.28 |
Break-even: |
452.80 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.31 |
Theta: |
-0.07 |
Omega: |
9.31 |
Rho: |
0.61 |
Quote data
Open: |
1.260 |
High: |
1.340 |
Low: |
1.230 |
Previous Close: |
1.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.51% |
1 Month |
|
|
-38.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
1.250 |
1M High / 1M Low: |
2.280 |
1.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |