BNP Paribas Call 440 2FE 19.12.2024
/ DE000PC8G158
BNP Paribas Call 440 2FE 19.12.20.../ DE000PC8G158 /
| 2024-11-08 11:32:00 AM |
Chg.-0.140 |
Bid11:39:58 AM |
Ask11:39:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-22.22% |
0.470
Bid Size: 14,000 |
0.480
Ask Size: 14,000 |
FERRARI N.V. |
440.00 EUR |
2024-12-19 |
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: |
2024-12-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-2.23 |
| Time value: |
0.85 |
| Break-even: |
448.50 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.22 |
| Spread %: |
34.92% |
| Delta: |
0.33 |
| Theta: |
-0.19 |
| Omega: |
16.20 |
| Rho: |
0.15 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.490 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.10% |
| 1 Month |
|
|
-52.43% |
| 3 Months |
|
|
-51.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
0.430 |
| 1M High / 1M Low: |
2.950 |
0.430 |
| 6M High / 6M Low: |
3.280 |
0.430 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.974 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.517 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
438.14% |
| Volatility 6M: |
|
268.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
