BNP Paribas Call 400 2FE 20.03.2025
/ DE000PG4VK23
BNP Paribas Call 400 2FE 20.03.20.../ DE000PG4VK23 /
| 1/23/2025 9:56:33 AM |
Chg.-0.92 |
Bid6:16:47 PM |
Ask6:16:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
-27.22% |
2.53
Bid Size: 1,186 |
2.75
Ask Size: 1,100 |
FERRARI N.V. |
400.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
PG4VK2 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
1.55 |
| Time value: |
1.54 |
| Break-even: |
430.90 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.22 |
| Spread %: |
7.67% |
| Delta: |
0.65 |
| Theta: |
-0.20 |
| Omega: |
8.76 |
| Rho: |
0.37 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
3.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-16.33% |
| 3 Months |
|
|
-60.77% |
| YTD |
|
|
-16.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.69 |
3.36 |
| 1M High / 1M Low: |
3.69 |
2.46 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/16/2025 |
3.69 |
| Low (YTD): |
1/2/2025 |
2.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |