BNP Paribas Call 380 2FE 20.06.2025
/ DE000PC1MFL7
BNP Paribas Call 380 2FE 20.06.20.../ DE000PC1MFL7 /
2024-04-05 9:23:47 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.33EUR |
- |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
380.00 - |
2025-06-20 |
Call |
Master data
WKN: |
PC1MFL |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-04-08 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.63 |
Intrinsic value: |
1.40 |
Implied volatility: |
0.23 |
Historic volatility: |
0.24 |
Parity: |
1.40 |
Time value: |
4.07 |
Break-even: |
434.70 |
Moneyness: |
1.04 |
Premium: |
0.10 |
Premium p.a.: |
0.09 |
Spread abs.: |
-0.16 |
Spread %: |
-2.84% |
Delta: |
0.67 |
Theta: |
-0.06 |
Omega: |
4.85 |
Rho: |
2.42 |
Quote data
Open: |
5.33 |
High: |
5.33 |
Low: |
5.33 |
Previous Close: |
5.66 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-21.96% |
3 Months |
|
|
+289.05% |
YTD |
|
|
+306.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
6.83 |
5.33 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-25 |
7.13 |
Low (YTD): |
2024-01-25 |
1.19 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
5.97 |
Avg. volume 1M: |
|
283 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |