BNP Paribas Call 350 2FE 19.09.2024
/ DE000PC8G125
BNP Paribas Call 350 2FE 19.09.20.../ DE000PC8G125 /
26/07/2024 08:39:49 |
Chg.-0.44 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
3.49EUR |
-11.20% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
350.00 EUR |
19/09/2024 |
Call |
Master data
WKN: |
PC8G12 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 EUR |
Maturity: |
19/09/2024 |
Issue date: |
17/04/2024 |
Last trading day: |
18/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.30 |
Intrinsic value: |
2.75 |
Implied volatility: |
0.44 |
Historic volatility: |
0.24 |
Parity: |
2.75 |
Time value: |
1.44 |
Break-even: |
391.90 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.20 |
Spread %: |
5.01% |
Delta: |
0.71 |
Theta: |
-0.22 |
Omega: |
6.43 |
Rho: |
0.34 |
Quote data
Open: |
3.49 |
High: |
3.49 |
Low: |
3.49 |
Previous Close: |
3.93 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.44% |
1 Month |
|
|
-19.40% |
3 Months |
|
|
-35.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.70 |
3.49 |
1M High / 1M Low: |
5.67 |
3.49 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |