BNP Paribas Call 360 2FE 20.03.2025
/ DE000PG4VK49
BNP Paribas Call 360 2FE 20.03.20.../ DE000PG4VK49 /
| 23/01/2025 21:55:17 |
Chg.-0.290 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.780EUR |
-4.78% |
5.770
Bid Size: 800 |
6.000
Ask Size: 800 |
FERRARI N.V. |
360.00 EUR |
20/03/2025 |
Call |
Master data
| WKN: |
PG4VK4 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
20/03/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
19/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.83 |
| Intrinsic value: |
5.55 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
5.55 |
| Time value: |
0.73 |
| Break-even: |
422.80 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.23 |
| Spread %: |
3.80% |
| Delta: |
0.84 |
| Theta: |
-0.16 |
| Omega: |
5.58 |
| Rho: |
0.44 |
Quote data
| Open: |
6.080 |
| High: |
6.080 |
| Low: |
5.370 |
| Previous Close: |
6.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.34% |
| 1 Month |
|
|
-6.47% |
| 3 Months |
|
|
-41.20% |
| YTD |
|
|
-4.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.990 |
6.070 |
| 1M High / 1M Low: |
6.990 |
5.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
17/01/2025 |
6.990 |
| Low (YTD): |
03/01/2025 |
5.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |