BNP Paribas Call 450 2FE 17.12.2026
/ DE000PG46JH9
BNP Paribas Call 450 2FE 17.12.20.../ DE000PG46JH9 /
2024-09-05 8:09:12 AM |
Chg.-0.05 |
Bid7:24:55 PM |
Ask7:24:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.94EUR |
-0.63% |
7.34 Bid Size: 1,200 |
7.58 Ask Size: 1,200 |
FERRARI N.V. |
450.00 EUR |
2026-12-17 |
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: |
2026-12-17 |
Issue date: |
2024-07-30 |
Last trading day: |
2026-12-16 |
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: |
7.94 |
High: |
7.94 |
Low: |
7.94 |
Previous Close: |
7.99 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+52.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.56 |
7.94 |
1M High / 1M Low: |
8.56 |
5.20 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.25 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |