BNP Paribas Call 450 2FE 19.12.2024
/ DE000PC8G141
BNP Paribas Call 450 2FE 19.12.20.../ DE000PC8G141 /
9/6/2024 9:20:34 PM |
Chg.-0.130 |
Bid9:31:07 PM |
Ask9:31:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.600EUR |
-7.51% |
1.620 Bid Size: 1,852 |
1.840 Ask Size: 1,800 |
FERRARI N.V. |
450.00 EUR |
12/19/2024 |
Call |
Master data
WKN: |
PC8G14 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 EUR |
Maturity: |
12/19/2024 |
Issue date: |
4/17/2024 |
Last trading day: |
12/18/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-2.15 |
Time value: |
1.97 |
Break-even: |
469.70 |
Moneyness: |
0.95 |
Premium: |
0.10 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.22 |
Spread %: |
12.57% |
Delta: |
0.43 |
Theta: |
-0.14 |
Omega: |
9.42 |
Rho: |
0.47 |
Quote data
Open: |
1.720 |
High: |
2.070 |
Low: |
1.590 |
Previous Close: |
1.730 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-40.74% |
1 Month |
|
|
+105.13% |
3 Months |
|
|
+63.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.700 |
1.730 |
1M High / 1M Low: |
2.700 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.324 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.630 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
230.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |