BNP Paribas Call 450 2FE 16.12.2027
/ DE000PG46JR8
BNP Paribas Call 450 2FE 16.12.20.../ DE000PG46JR8 /
| 2024-11-08 4:20:33 PM |
Chg.-0.160 |
Bid4:30:10 PM |
Ask4:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.840EUR |
-2.00% |
7.860
Bid Size: 6,000 |
7.900
Ask Size: 6,000 |
FERRARI N.V. |
450.00 EUR |
2027-12-16 |
Call |
Master data
| WKN: |
PG46JR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 EUR |
| Maturity: |
2027-12-16 |
| Issue date: |
2024-07-30 |
| Last trading day: |
2027-12-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
-3.23 |
| Time value: |
8.22 |
| Break-even: |
532.20 |
| Moneyness: |
0.93 |
| Premium: |
0.27 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.25 |
| Spread %: |
3.14% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
3.11 |
| Rho: |
5.38 |
Quote data
| Open: |
7.960 |
| High: |
7.960 |
| Low: |
7.620 |
| Previous Close: |
8.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.42% |
| 1 Month |
|
|
-6.00% |
| 3 Months |
|
|
+14.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.730 |
7.440 |
| 1M High / 1M Low: |
10.270 |
7.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
