BNP Paribas Call 460 2FE 19.12.2024
/ DE000PC8G133
BNP Paribas Call 460 2FE 19.12.20.../ DE000PC8G133 /
| 11/7/2024 8:39:45 AM |
Chg.-0.030 |
Bid1:35:07 PM |
Ask1:35:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-18.75% |
0.170
Bid Size: 25,000 |
0.180
Ask Size: 25,000 |
FERRARI N.V. |
460.00 EUR |
12/19/2024 |
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: |
12/19/2024 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
101.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-5.33 |
| Time value: |
0.40 |
| Break-even: |
464.00 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
2.14 |
| Spread abs.: |
0.25 |
| Spread %: |
166.67% |
| Delta: |
0.17 |
| Theta: |
-0.15 |
| Omega: |
16.97 |
| Rho: |
0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-88.70% |
| 1 Month |
|
|
-75.93% |
| 3 Months |
|
|
-79.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.160 |
| 1M High / 1M Low: |
1.800 |
0.160 |
| 6M High / 6M Low: |
2.210 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.974 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.154 |
| Avg. volume 1M: |
|
715.217 |
| Avg. price 6M: |
|
0.952 |
| Avg. volume 6M: |
|
629.008 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
476.10% |
| Volatility 6M: |
|
304.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
