BNP Paribas Call 380 2FE 19.12.2024
/ DE000PC8G182
BNP Paribas Call 380 2FE 19.12.20.../ DE000PC8G182 /
| 2024-11-12 8:39:58 AM |
Chg.-0.34 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.71EUR |
-6.73% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
2024-12-19 |
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: |
2024-12-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.84 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
4.60 |
| Time value: |
0.43 |
| Break-even: |
430.30 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.23 |
| Spread %: |
4.79% |
| Delta: |
0.87 |
| Theta: |
-0.16 |
| Omega: |
7.38 |
| Rho: |
0.33 |
Quote data
| Open: |
4.71 |
| High: |
4.71 |
| Low: |
4.71 |
| Previous Close: |
5.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.54% |
| 1 Month |
|
|
+2.61% |
| 3 Months |
|
|
+41.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.50 |
3.46 |
| 1M High / 1M Low: |
7.85 |
3.46 |
| 6M High / 6M Low: |
7.85 |
2.67 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.50% |
| Volatility 6M: |
|
167.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
