BNP Paribas Call 360 2FE 19.12.2024
/ DE000PC8G190
BNP Paribas Call 360 2FE 19.12.20.../ DE000PC8G190 /
| 7/29/2024 8:39:38 AM |
Chg.+0.39 |
Bid9:14:51 PM |
Ask9:14:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.27EUR |
+10.05% |
4.09
Bid Size: 1,100 |
4.29
Ask Size: 1,100 |
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: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.75 |
| Time value: |
2.73 |
| Break-even: |
404.80 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.20 |
| Spread %: |
4.67% |
| Delta: |
0.65 |
| Theta: |
-0.13 |
| Omega: |
5.49 |
| Rho: |
0.79 |
Quote data
| Open: |
4.27 |
| High: |
4.27 |
| Low: |
4.27 |
| Previous Close: |
3.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.04% |
| 1 Month |
|
|
-6.77% |
| 3 Months |
|
|
-30.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.90 |
3.88 |
| 1M High / 1M Low: |
5.77 |
3.88 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
