BNP Paribas Call 360 2FE 20.06.2024
/ DE000PC8G1W6
BNP Paribas Call 360 2FE 20.06.20.../ DE000PC8G1W6 /
| 2024-05-30 9:50:28 PM |
Chg.+0.040 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
+2.04% |
2.040
Bid Size: 1,471 |
2.270
Ask Size: 1,322 |
FERRARI N.V. |
360.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
PC8G1W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
1.41 |
| Time value: |
0.74 |
| Break-even: |
381.50 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.21 |
| Spread %: |
10.82% |
| Delta: |
0.70 |
| Theta: |
-0.30 |
| Omega: |
12.10 |
| Rho: |
0.14 |
Quote data
| Open: |
1.730 |
| High: |
2.140 |
| Low: |
1.680 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.57% |
| 1 Month |
|
|
-46.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.930 |
1.960 |
| 1M High / 1M Low: |
4.700 |
1.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.904 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
