BNP Paribas Call 460 2FE 19.12.2024
/ DE000PC8G133
BNP Paribas Call 460 2FE 19.12.20.../ DE000PC8G133 /
| 2024-06-21 9:50:28 PM |
Chg.-0.140 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-15.91% |
0.770
Bid Size: 4,100 |
0.970
Ask Size: 4,100 |
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: |
35.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-7.09 |
| Time value: |
1.10 |
| Break-even: |
471.00 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.21 |
| Spread %: |
23.60% |
| Delta: |
0.26 |
| Theta: |
-0.08 |
| Omega: |
9.14 |
| Rho: |
0.44 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.720 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.23% |
| 1 Month |
|
|
-16.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.710 |
| 1M High / 1M Low: |
0.950 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.784 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
