BNP Paribas Call 360 2FE 19.09.2024
/ DE000PC8G117
BNP Paribas Call 360 2FE 19.09.20.../ DE000PC8G117 /
7/16/2024 10:50:31 AM |
Chg.-0.330 |
Bid11:06:29 AM |
Ask11:06:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.860EUR |
-7.88% |
3.950 Bid Size: 4,500 |
3.970 Ask Size: 4,500 |
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: |
9.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.11 |
Intrinsic value: |
3.54 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
3.54 |
Time value: |
0.85 |
Break-even: |
403.90 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.22 |
Spread %: |
5.28% |
Delta: |
0.80 |
Theta: |
-0.14 |
Omega: |
7.19 |
Rho: |
0.48 |
Quote data
Open: |
4.190 |
High: |
4.190 |
Low: |
3.550 |
Previous Close: |
4.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.07% |
1 Month |
|
|
+7.22% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.860 |
4.190 |
1M High / 1M Low: |
4.860 |
3.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |