BNP Paribas Call 380 2FE 19.12.2024
/ DE000PC8G182
BNP Paribas Call 380 2FE 19.12.20.../ DE000PC8G182 /
| 07/10/2024 18:35:20 |
Chg.-0.050 |
Bid18:43:28 |
Ask18:43:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.280EUR |
-1.15% |
4.310
Bid Size: 900 |
4.530
Ask Size: 900 |
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: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
2.80 |
| Time value: |
1.77 |
| Break-even: |
425.70 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.22 |
| Spread %: |
5.06% |
| Delta: |
0.70 |
| Theta: |
-0.19 |
| Omega: |
6.25 |
| Rho: |
0.48 |
Quote data
| Open: |
4.330 |
| High: |
4.370 |
| Low: |
4.110 |
| Previous Close: |
4.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.48% |
| 1 Month |
|
|
-26.59% |
| 3 Months |
|
|
+18.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.250 |
4.130 |
| 1M High / 1M Low: |
6.210 |
4.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
