BNP Paribas Call 550 2FE 18.12.20.../  DE000PG7DJB2  /

Frankfurt Zert./BNP
12/11/2024  18:20:14 Chg.-0.210 Bid18:23:51 Ask18:23:51 Underlying Strike price Expiration date Option type
1.030EUR -16.94% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 550.00 EUR 18/12/2025 Call
 

Master data

WKN: PG7DJB
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 550.00 EUR
Maturity: 18/12/2025
Issue date: 02/09/2024
Last trading day: 17/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.18
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.26
Parity: -12.40
Time value: 1.46
Break-even: 564.60
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.29
Spread abs.: 0.22
Spread %: 17.74%
Delta: 0.24
Theta: -0.05
Omega: 7.14
Rho: 0.98
 

Quote data

Open: 1.220
High: 1.220
Low: 1.030
Previous Close: 1.240
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.75%
1 Month
  -40.12%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.930
1M High / 1M Low: 2.320 0.930
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.110
Avg. volume 1W:   420
Avg. price 1M:   1.851
Avg. volume 1M:   100
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -