BNP Paribas Call 360 2FE 19.09.2024
/ DE000PC8G117
BNP Paribas Call 360 2FE 19.09.20.../ DE000PC8G117 /
| 2024-06-27 9:50:35 PM |
Chg.-0.390 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.520EUR |
-9.97% |
3.510
Bid Size: 1,000 |
3.710
Ask Size: 1,000 |
FERRARI N.V. |
360.00 EUR |
2024-09-19 |
Call |
Master data
| WKN: |
PC8G11 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
2024-09-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
3.09 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
3.09 |
| Time value: |
1.00 |
| Break-even: |
400.90 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
5.14% |
| Delta: |
0.78 |
| Theta: |
-0.12 |
| Omega: |
7.42 |
| Rho: |
0.60 |
Quote data
| Open: |
3.870 |
| High: |
4.080 |
| Low: |
3.500 |
| Previous Close: |
3.910 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.28% |
| 1 Month |
|
|
-1.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.620 |
3.520 |
| 1M High / 1M Low: |
4.620 |
3.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
