BNP Paribas Call 400 2FE 19.12.2024
/ DE000PC8G174
BNP Paribas Call 400 2FE 19.12.20.../ DE000PC8G174 /
04/09/2024 20:20:44 |
Chg.-0.180 |
Bid20:33:12 |
Ask20:33:12 |
Underlying |
Strike price |
Expiration date |
Option type |
5.370EUR |
-3.24% |
5.420 Bid Size: 800 |
5.650 Ask Size: 800 |
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: |
7.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.11 |
Intrinsic value: |
4.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
4.00 |
Time value: |
1.69 |
Break-even: |
456.90 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.23 |
Spread %: |
4.21% |
Delta: |
0.75 |
Theta: |
-0.14 |
Omega: |
5.81 |
Rho: |
0.80 |
Quote data
Open: |
5.370 |
High: |
5.490 |
Low: |
5.140 |
Previous Close: |
5.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.51% |
1 Month |
|
|
+91.10% |
3 Months |
|
|
+127.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.060 |
5.290 |
1M High / 1M Low: |
6.060 |
2.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |