BNP Paribas Call 360 2FE 19.09.2024
/ DE000PC8G117
BNP Paribas Call 360 2FE 19.09.20.../ DE000PC8G117 /
| 13/09/2024 21:50:30 |
Chg.-0.270 |
Bid21:59:58 |
Ask21:59:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.380EUR |
-4.06% |
6.400
Bid Size: 700 |
6.650
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: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.25 |
| Intrinsic value: |
6.23 |
| Implied volatility: |
1.35 |
| Historic volatility: |
0.25 |
| Parity: |
6.23 |
| Time value: |
0.67 |
| Break-even: |
429.00 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
1.61 |
| Spread abs.: |
0.25 |
| Spread %: |
3.76% |
| Delta: |
0.84 |
| Theta: |
-1.49 |
| Omega: |
5.16 |
| Rho: |
0.05 |
Quote data
| Open: |
6.680 |
| High: |
6.740 |
| Low: |
6.380 |
| Previous Close: |
6.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.04% |
| 1 Month |
|
|
+20.38% |
| 3 Months |
|
|
+77.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.030 |
6.380 |
| 1M High / 1M Low: |
8.870 |
5.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
