BNP Paribas Call 360 2FE 19.09.2024
/ DE000PC8G117
BNP Paribas Call 360 2FE 19.09.20.../ DE000PC8G117 /
14/08/2024 21:50:32 |
Chg.+1.540 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
5.300EUR |
+40.96% |
5.320 Bid Size: 700 |
5.550 Ask Size: 700 |
FERRARI N.V. |
360.00 EUR |
19/09/2024 |
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: |
19/09/2024 |
Issue date: |
17/04/2024 |
Last trading day: |
18/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.98 |
Intrinsic value: |
2.58 |
Implied volatility: |
0.51 |
Historic volatility: |
0.25 |
Parity: |
2.58 |
Time value: |
1.37 |
Break-even: |
399.50 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.22 |
Spread %: |
5.90% |
Delta: |
0.70 |
Theta: |
-0.32 |
Omega: |
6.88 |
Rho: |
0.23 |
Quote data
Open: |
3.690 |
High: |
5.470 |
Low: |
3.690 |
Previous Close: |
3.760 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+64.09% |
1 Month |
|
|
+14.72% |
3 Months |
|
|
+39.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.760 |
3.210 |
1M High / 1M Low: |
4.230 |
2.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.336 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.494 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |