BNP Paribas Call 450 2FE 17.12.2026
/ DE000PG46JH9
BNP Paribas Call 450 2FE 17.12.20.../ DE000PG46JH9 /
9/5/2024 8:50:35 PM |
Chg.-0.490 |
Bid9:04:22 PM |
Ask9:04:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.400EUR |
-6.21% |
7.410 Bid Size: 1,100 |
7.660 Ask Size: 1,100 |
FERRARI N.V. |
450.00 EUR |
12/17/2026 |
Call |
Master data
WKN: |
PG46JH |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 EUR |
Maturity: |
12/17/2026 |
Issue date: |
7/30/2024 |
Last trading day: |
12/16/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
-1.11 |
Time value: |
8.21 |
Break-even: |
532.10 |
Moneyness: |
0.98 |
Premium: |
0.21 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.25 |
Spread %: |
3.14% |
Delta: |
0.63 |
Theta: |
-0.06 |
Omega: |
3.39 |
Rho: |
4.48 |
Quote data
Open: |
7.930 |
High: |
7.930 |
Low: |
7.160 |
Previous Close: |
7.890 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.52% |
1 Month |
|
|
+46.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.550 |
7.890 |
1M High / 1M Low: |
8.550 |
5.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.268 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.872 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |