BNP Paribas Call 380 2FE 19.12.2024
/ DE000PC8G182
BNP Paribas Call 380 2FE 19.12.20.../ DE000PC8G182 /
| 7/5/2024 9:50:24 PM |
Chg.-0.270 |
Bid9:58:25 PM |
Ask9:58:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
-6.98% |
3.620
Bid Size: 1,200 |
3.820
Ask Size: 1,200 |
FERRARI N.V. |
380.00 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.72 |
| Time value: |
3.10 |
| Break-even: |
418.20 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.20 |
| Spread %: |
5.52% |
| Delta: |
0.61 |
| Theta: |
-0.11 |
| Omega: |
6.16 |
| Rho: |
0.90 |
Quote data
| Open: |
3.870 |
| High: |
4.020 |
| Low: |
3.460 |
| Previous Close: |
3.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.56% |
| 1 Month |
|
|
+1.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.870 |
3.170 |
| 1M High / 1M Low: |
4.210 |
3.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.633 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
