BNP Paribas Call 400 2FE 19.12.2024
/ DE000PC8G174
BNP Paribas Call 400 2FE 19.12.20.../ DE000PC8G174 /
| 2024-07-05 9:50:30 PM |
Chg.-0.230 |
Bid9:58:25 PM |
Ask9:58:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.520EUR |
-8.36% |
2.540
Bid Size: 1,500 |
2.740
Ask Size: 1,500 |
FERRARI N.V. |
400.00 EUR |
2024-12-19 |
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: |
2024-12-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.65 |
| Time value: |
2.96 |
| Break-even: |
429.60 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.21 |
| Spread %: |
7.64% |
| Delta: |
0.54 |
| Theta: |
-0.11 |
| Omega: |
7.15 |
| Rho: |
0.83 |
Quote data
| Open: |
2.750 |
| High: |
2.870 |
| Low: |
2.420 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.07% |
| 1 Month |
|
|
-7.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.190 |
| 1M High / 1M Low: |
3.040 |
2.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
