BNP Paribas Call 400 2FE 21.06.2024
/ DE000PC5CFB0
BNP Paribas Call 400 2FE 21.06.20.../ DE000PC5CFB0 /
| 2024-05-24 9:50:27 PM |
Chg.+0.010 |
Bid9:59:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+3.57% |
0.300
Bid Size: 10,000 |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC5CFB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
133.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.24 |
| Parity: |
-1.39 |
| Time value: |
0.29 |
| Break-even: |
402.90 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
-0.01 |
| Spread %: |
-3.33% |
| Delta: |
0.26 |
| Theta: |
-0.12 |
| Omega: |
34.69 |
| Rho: |
0.07 |
Quote data
| Open: |
0.280 |
| High: |
0.350 |
| Low: |
0.260 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.12% |
| 1 Month |
|
|
-77.69% |
| 3 Months |
|
|
-80.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.280 |
| 1M High / 1M Low: |
1.940 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
