BNP Paribas Call 380 2FE 19.12.2024
/ DE000PC8G182
BNP Paribas Call 380 2FE 19.12.20.../ DE000PC8G182 /
| 11/11/2024 21:50:27 |
Chg.+0.150 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.810EUR |
+3.22% |
4.800
Bid Size: 700 |
5.030
Ask Size: 700 |
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: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.08 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
3.76 |
| Time value: |
1.17 |
| Break-even: |
429.30 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.23 |
| Spread %: |
4.89% |
| Delta: |
0.76 |
| Theta: |
-0.30 |
| Omega: |
6.40 |
| Rho: |
0.28 |
Quote data
| Open: |
4.730 |
| High: |
5.190 |
| Low: |
4.730 |
| Previous Close: |
4.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.89% |
| 1 Month |
|
|
-15.61% |
| 3 Months |
|
|
+47.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.320 |
3.190 |
| 1M High / 1M Low: |
7.640 |
3.190 |
| 6M High / 6M Low: |
7.750 |
2.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.684 |
| Avg. volume 6M: |
|
16.279 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.91% |
| Volatility 6M: |
|
154.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
