BNP Paribas Call 400 2FE 20.06.20.../  DE000PC8G1T2  /

Frankfurt Zert./BNP
6/12/2024  12:20:56 PM Chg.+0.029 Bid12:23:20 PM Ask12:23:20 PM Underlying Strike price Expiration date Option type
0.090EUR +47.54% 0.100
Bid Size: 12,000
0.120
Ask Size: 12,000
FERRARI N.V. 400.00 EUR 6/20/2024 Call
 

Master data

WKN: PC8G1T
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 400.00 EUR
Maturity: 6/20/2024
Issue date: 4/17/2024
Last trading day: 6/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 142.19
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -1.61
Time value: 0.27
Break-even: 402.70
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 7.86
Spread abs.: 0.21
Spread %: 328.57%
Delta: 0.23
Theta: -0.40
Omega: 33.07
Rho: 0.02
 

Quote data

Open: 0.054
High: 0.090
Low: 0.054
Previous Close: 0.061
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -60.87%
1 Month
  -73.53%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.061
1M High / 1M Low: 0.560 0.061
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   673.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -