BNP Paribas Call 460 2FE 19.12.2024
/ DE000PC8G133
BNP Paribas Call 460 2FE 19.12.20.../ DE000PC8G133 /
| 2024-07-26 2:50:41 PM |
Chg.+0.030 |
Bid2:54:33 PM |
Ask2:54:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
0.510
Bid Size: 25,000 |
0.520
Ask Size: 25,000 |
FERRARI N.V. |
460.00 EUR |
2024-12-19 |
Call |
Master data
| WKN: |
PC8G13 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
2024-12-19 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
56.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-8.46 |
| Time value: |
0.67 |
| Break-even: |
466.70 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.20 |
| Spread %: |
42.55% |
| Delta: |
0.19 |
| Theta: |
-0.07 |
| Omega: |
10.42 |
| Rho: |
0.25 |
Quote data
| Open: |
0.470 |
| High: |
0.570 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
-30.14% |
| 3 Months |
|
|
-66.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.480 |
| 1M High / 1M Low: |
0.950 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
