BNP Paribas Call 440 2FE 20.12.2024
/ DE000PC6NN35
BNP Paribas Call 440 2FE 20.12.20.../ DE000PC6NN35 /
| 24/06/2024 15:50:31 |
Chg.+0.170 |
Bid15:56:22 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
+14.66% |
1.360
Bid Size: 12,000 |
-
Ask Size: - |
FERRARI N.V. |
440.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
14/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-5.51 |
| Time value: |
1.32 |
| Break-even: |
453.20 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.14 |
| Spread %: |
11.86% |
| Delta: |
0.31 |
| Theta: |
-0.08 |
| Omega: |
8.94 |
| Rho: |
0.51 |
Quote data
| Open: |
1.190 |
| High: |
1.340 |
| Low: |
1.190 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.72% |
| 1 Month |
|
|
+3.91% |
| 3 Months |
|
|
-47.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.150 |
| 1M High / 1M Low: |
1.440 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
