BNP Paribas Call 450 2FE 16.12.2027
/ DE000PG46JR8
BNP Paribas Call 450 2FE 16.12.20.../ DE000PG46JR8 /
| 11/11/2024 11:58:11 AM |
Chg.+0.44 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.26EUR |
+5.63% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
450.00 EUR |
12/16/2027 |
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: |
12/16/2027 |
| Issue date: |
7/30/2024 |
| Last trading day: |
12/15/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-3.24 |
| Time value: |
8.38 |
| Break-even: |
533.80 |
| Moneyness: |
0.93 |
| Premium: |
0.28 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.25 |
| Spread %: |
3.08% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
3.05 |
| Rho: |
5.33 |
Quote data
| Open: |
8.16 |
| High: |
8.26 |
| Low: |
8.16 |
| Previous Close: |
7.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.98% |
| 1 Month |
|
|
+1.85% |
| 3 Months |
|
|
+20.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.95 |
7.40 |
| 1M High / 1M Low: |
10.43 |
7.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
