BNP Paribas Call 440 2FE 19.12.2024
/ DE000PC8G158
BNP Paribas Call 440 2FE 19.12.20.../ DE000PC8G158 /
| 2024-07-04 8:39:39 AM |
Chg.- |
Bid8:02:03 AM |
Ask8:02:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
1.23
Bid Size: 2,600 |
1.44
Ask Size: 2,600 |
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: |
27.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-4.65 |
| Time value: |
1.44 |
| Break-even: |
454.40 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.21 |
| Spread %: |
17.07% |
| Delta: |
0.33 |
| Theta: |
-0.09 |
| Omega: |
9.12 |
| Rho: |
0.54 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.16% |
| 1 Month |
|
|
+10.58% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.94 |
| 1M High / 1M Low: |
1.42 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
