BNP Paribas Call 380 2FE 19.12.2024
/ DE000PC8G182
BNP Paribas Call 380 2FE 19.12.20.../ DE000PC8G182 /
| 09/08/2024 19:50:22 |
Chg.-0.010 |
Bid20:18:54 |
Ask20:18:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.300EUR |
-0.30% |
3.270
Bid Size: 1,200 |
3.470
Ask Size: 1,200 |
FERRARI N.V. |
380.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
PC8G18 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.54 |
| Time value: |
2.96 |
| Break-even: |
415.00 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.20 |
| Spread %: |
6.06% |
| Delta: |
0.59 |
| Theta: |
-0.13 |
| Omega: |
6.53 |
| Rho: |
0.70 |
Quote data
| Open: |
3.250 |
| High: |
3.460 |
| Low: |
3.170 |
| Previous Close: |
3.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.46% |
| 1 Month |
|
|
-17.50% |
| 3 Months |
|
|
-4.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.950 |
3.250 |
| 1M High / 1M Low: |
4.390 |
2.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.489 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
