BNP Paribas Call 400 2FE 20.12.2024
/ DE000PC5CFF1
BNP Paribas Call 400 2FE 20.12.20.../ DE000PC5CFF1 /
| 2024-07-26 9:50:25 PM |
Chg.+0.250 |
Bid9:59:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+13.37% |
2.110
Bid Size: 1,700 |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC5CFF |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-2.25 |
| Time value: |
1.86 |
| Break-even: |
418.60 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
-0.25 |
| Spread %: |
-11.85% |
| Delta: |
0.43 |
| Theta: |
-0.10 |
| Omega: |
8.77 |
| Rho: |
0.58 |
Quote data
| Open: |
1.860 |
| High: |
2.140 |
| Low: |
1.860 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.20% |
| 1 Month |
|
|
-7.83% |
| 3 Months |
|
|
-43.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
1.870 |
| 1M High / 1M Low: |
3.190 |
1.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
