BNP Paribas Call 340 2FE 19.12.2024
/ DE000PC8G2B8
BNP Paribas Call 340 2FE 19.12.20.../ DE000PC8G2B8 /
| 03/09/2024 08:41:10 |
Chg.-0.12 |
Bid13:00:08 |
Ask13:00:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.33EUR |
-1.05% |
11.43
Bid Size: 3,000 |
11.45
Ask Size: 3,000 |
FERRARI N.V. |
340.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
PC8G2B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.10 |
| Intrinsic value: |
10.71 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
10.71 |
| Time value: |
0.99 |
| Break-even: |
457.00 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.24 |
| Spread %: |
2.09% |
| Delta: |
0.89 |
| Theta: |
-0.12 |
| Omega: |
3.42 |
| Rho: |
0.83 |
Quote data
| Open: |
11.33 |
| High: |
11.33 |
| Low: |
11.33 |
| Previous Close: |
11.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.56% |
| 1 Month |
|
|
+82.45% |
| 3 Months |
|
|
+91.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.45 |
9.72 |
| 1M High / 1M Low: |
11.45 |
5.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
