BNP Paribas Call 440 2FE 19.12.2024
/ DE000PC8G158
BNP Paribas Call 440 2FE 19.12.20.../ DE000PC8G158 /
| 18/10/2024 08:42:42 |
Chg.+0.47 |
Bid12:41:05 |
Ask12:41:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
+23.86% |
2.47
Bid Size: 5,500 |
2.48
Ask Size: 5,500 |
FERRARI N.V. |
440.00 EUR |
19/12/2024 |
Call |
Master data
| WKN: |
PC8G15 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 EUR |
| Maturity: |
19/12/2024 |
| Issue date: |
17/04/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.44 |
| Time value: |
2.31 |
| Break-even: |
467.50 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.23 |
| Spread %: |
9.13% |
| Delta: |
0.57 |
| Theta: |
-0.21 |
| Omega: |
9.24 |
| Rho: |
0.38 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+112.17% |
| 1 Month |
|
|
+60.53% |
| 3 Months |
|
|
+151.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.15 |
| 1M High / 1M Low: |
2.23 |
1.03 |
| 6M High / 6M Low: |
3.28 |
0.74 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.22% |
| Volatility 6M: |
|
244.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
