BNP Paribas Call 440 2FE 19.12.2024
/ DE000PC8G158
BNP Paribas Call 440 2FE 19.12.20.../ DE000PC8G158 /
| 7/26/2024 8:39:49 AM |
Chg.-0.100 |
Bid5:27:52 PM |
Ask5:27:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-11.76% |
0.860
Bid Size: 18,000 |
0.870
Ask Size: 18,000 |
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: |
39.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-6.46 |
| Time value: |
0.95 |
| Break-even: |
449.50 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.20 |
| Spread %: |
26.67% |
| Delta: |
0.25 |
| Theta: |
-0.08 |
| Omega: |
9.83 |
| Rho: |
0.34 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.47% |
| 1 Month |
|
|
-38.02% |
| 3 Months |
|
|
-58.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.850 |
| 1M High / 1M Low: |
1.440 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
