BNP Paribas Call 380 2FE 19.12.2024
/ DE000PC8G182
BNP Paribas Call 380 2FE 19.12.20.../ DE000PC8G182 /
| 12/07/2024 20:20:47 |
Chg.+0.320 |
Bid20:25:25 |
Ask20:25:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.290EUR |
+8.06% |
4.270
Bid Size: 1,000 |
4.480
Ask Size: 1,000 |
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: |
9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.60 |
| Time value: |
2.53 |
| Break-even: |
421.30 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.21 |
| Spread %: |
5.36% |
| Delta: |
0.65 |
| Theta: |
-0.11 |
| Omega: |
6.27 |
| Rho: |
0.95 |
Quote data
| Open: |
3.920 |
| High: |
4.290 |
| Low: |
3.920 |
| Previous Close: |
3.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.17% |
| 1 Month |
|
|
+3.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.390 |
3.600 |
| 1M High / 1M Low: |
4.390 |
3.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.727 |
| Avg. volume 1M: |
|
95.455 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
