BNP Paribas Call 360 2FE 19.12.2024
/ DE000PC8G190
BNP Paribas Call 360 2FE 19.12.20.../ DE000PC8G190 /
| 08/10/2024 09:48:20 |
Chg.-0.03 |
Bid15:11:01 |
Ask15:11:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.71EUR |
-0.52% |
6.47
Bid Size: 4,000 |
6.49
Ask Size: 4,000 |
FERRARI N.V. |
360.00 EUR |
19/12/2024 |
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: |
19/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.38 |
| Intrinsic value: |
4.90 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.25 |
| Parity: |
4.90 |
| Time value: |
1.19 |
| Break-even: |
420.90 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.22 |
| Spread %: |
3.75% |
| Delta: |
0.79 |
| Theta: |
-0.17 |
| Omega: |
5.33 |
| Rho: |
0.52 |
Quote data
| Open: |
5.71 |
| High: |
5.71 |
| Low: |
5.71 |
| Previous Close: |
5.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.84% |
| 1 Month |
|
|
-26.42% |
| 3 Months |
|
|
+17.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.95 |
5.73 |
| 1M High / 1M Low: |
7.99 |
5.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
