BNP Paribas Call 400 2FE 19.12.2024
/ DE000PC8G174
BNP Paribas Call 400 2FE 19.12.20.../ DE000PC8G174 /
| 08/11/2024 21:50:32 |
Chg.+0.210 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.960EUR |
+7.64% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
PC8G17 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
1.76 |
| Time value: |
1.46 |
| Break-even: |
432.20 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.22 |
| Spread %: |
7.33% |
| Delta: |
0.66 |
| Theta: |
-0.27 |
| Omega: |
8.59 |
| Rho: |
0.27 |
Quote data
| Open: |
2.720 |
| High: |
3.030 |
| Low: |
2.270 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.21% |
| 1 Month |
|
|
-28.33% |
| 3 Months |
|
|
+32.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.640 |
1.840 |
| 1M High / 1M Low: |
5.860 |
1.840 |
| 6M High / 6M Low: |
6.060 |
1.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.09% |
| Volatility 6M: |
|
185.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
