BNP Paribas Call 360 2FE 19.12.2024
/ DE000PC8G190
BNP Paribas Call 360 2FE 19.12.20.../ DE000PC8G190 /
| 9/4/2024 7:50:26 PM |
Chg.-0.210 |
Bid8:06:24 PM |
Ask8:06:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.740EUR |
-2.35% |
8.680
Bid Size: 700 |
8.920
Ask Size: 700 |
FERRARI N.V. |
360.00 EUR |
12/19/2024 |
Call |
Master data
| WKN: |
PC8G19 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
12/19/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.51 |
| Intrinsic value: |
8.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
8.00 |
| Time value: |
1.09 |
| Break-even: |
450.90 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.24 |
| Spread %: |
2.71% |
| Delta: |
0.86 |
| Theta: |
-0.13 |
| Omega: |
4.18 |
| Rho: |
0.84 |
Quote data
| Open: |
8.740 |
| High: |
8.860 |
| Low: |
8.460 |
| Previous Close: |
8.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.39% |
| 1 Month |
|
|
+64.91% |
| 3 Months |
|
|
+95.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.540 |
8.620 |
| 1M High / 1M Low: |
9.540 |
4.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
