BNP Paribas Call 460 2FE 19.12.2024
/ DE000PC8G133
BNP Paribas Call 460 2FE 19.12.20.../ DE000PC8G133 /
| 2024-09-25 8:41:44 AM |
Chg.-0.18 |
Bid9:49:27 AM |
Ask9:49:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
-15.13% |
1.03
Bid Size: 11,500 |
1.04
Ask Size: 11,500 |
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: |
33.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-3.20 |
| Time value: |
1.29 |
| Break-even: |
472.90 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.22 |
| Spread %: |
20.56% |
| Delta: |
0.35 |
| Theta: |
-0.14 |
| Omega: |
11.53 |
| Rho: |
0.32 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.48% |
| 1 Month |
|
|
-31.76% |
| 3 Months |
|
|
+18.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
0.72 |
| 1M High / 1M Low: |
2.21 |
0.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.41 |
| Avg. volume 1M: |
|
747.73 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
