BNP Paribas Call 440 2FE 19.12.2024
/ DE000PC8G158
BNP Paribas Call 440 2FE 19.12.20.../ DE000PC8G158 /
| 8/30/2024 9:50:37 PM |
Chg.+0.250 |
Bid9:58:29 PM |
Ask9:58:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.260EUR |
+8.31% |
3.330
Bid Size: 1,000 |
3.560
Ask Size: 1,000 |
FERRARI N.V. |
440.00 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.97 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.56 |
| Time value: |
3.00 |
| Break-even: |
475.60 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.23 |
| Spread %: |
6.91% |
| Delta: |
0.59 |
| Theta: |
-0.16 |
| Omega: |
7.36 |
| Rho: |
0.68 |
Quote data
| Open: |
3.040 |
| High: |
3.270 |
| Low: |
3.040 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.72% |
| 1 Month |
|
|
+270.45% |
| 3 Months |
|
|
+199.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
2.240 |
| 1M High / 1M Low: |
3.260 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.714 |
| Avg. volume 1M: |
|
410.455 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
