BNP Paribas Call 360 2FE 19.09.2024
/ DE000PC8G117
BNP Paribas Call 360 2FE 19.09.20.../ DE000PC8G117 /
9/13/2024 9:50:30 PM |
Chg.-0.270 |
Bid9:59:58 PM |
Ask9:59:58 PM |
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 |
9/19/2024 |
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: |
9/19/2024 |
Issue date: |
4/17/2024 |
Last trading day: |
9/18/2024 |
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: |
|
- |