BNP Paribas Call 400 2FE 19.12.2024
/ DE000PC8G174
BNP Paribas Call 400 2FE 19.12.20.../ DE000PC8G174 /
| 2024-06-27 8:39:38 AM |
Chg.-0.15 |
Bid9:49:16 AM |
Ask9:49:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
-5.60% |
2.65
Bid Size: 7,000 |
2.66
Ask Size: 7,000 |
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: |
14.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-0.91 |
| Time value: |
2.75 |
| Break-even: |
427.50 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.20 |
| Spread %: |
7.84% |
| Delta: |
0.52 |
| Theta: |
-0.10 |
| Omega: |
7.45 |
| Rho: |
0.85 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.53 |
| 1M High / 1M Low: |
3.01 |
2.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
