BNP Paribas Call 460 2FE 20.03.2025
/ DE000PG4VKY1
BNP Paribas Call 460 2FE 20.03.20.../ DE000PG4VKY1 /
| 1/23/2025 9:56:34 AM |
Chg.-0.250 |
Bid5:44:53 PM |
Ask5:44:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-40.98% |
0.370
Bid Size: 8,109 |
0.590
Ask Size: 5,085 |
FERRARI N.V. |
460.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
PG4VKY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-4.45 |
| Time value: |
0.68 |
| Break-even: |
466.80 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.22 |
| Spread %: |
47.83% |
| Delta: |
0.24 |
| Theta: |
-0.15 |
| Omega: |
14.47 |
| Rho: |
0.14 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.85% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
-86.47% |
| YTD |
|
|
-40.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.610 |
| 1M High / 1M Low: |
0.800 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
0.800 |
| Low (YTD): |
1/3/2025 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.606 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |