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

EUWAX
6/11/2024  8:39:52 AM Chg.+0.002 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.080EUR +2.56% -
Bid Size: -
-
Ask Size: -
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: 119.38
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.24
Parity: -1.80
Time value: 0.32
Break-even: 403.20
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 7.94
Spread abs.: 0.21
Spread %: 190.91%
Delta: 0.24
Theta: -0.41
Omega: 28.61
Rho: 0.02
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.078
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month
  -82.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.065
1M High / 1M Low: 0.520 0.065
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.129
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,060.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -