BNP Paribas Call 450 2FE 18.12.20.../  DE000PC8G2J1  /

Frankfurt Zert./BNP
25/09/2024  20:20:47 Chg.-0.140 Bid20:41:10 Ask20:41:10 Underlying Strike price Expiration date Option type
4.650EUR -2.92% 4.670
Bid Size: 1,300
4.890
Ask Size: 1,300
FERRARI N.V. 450.00 EUR 18/12/2025 Call
 

Master data

WKN: PC8G2J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 18/12/2025
Issue date: 17/04/2024
Last trading day: 17/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.51
Leverage: Yes

Calculated values

Fair value: 4.56
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -2.20
Time value: 5.03
Break-even: 500.30
Moneyness: 0.95
Premium: 0.17
Premium p.a.: 0.14
Spread abs.: 0.22
Spread %: 4.57%
Delta: 0.55
Theta: -0.07
Omega: 4.67
Rho: 2.27
 

Quote data

Open: 4.740
High: 4.780
Low: 4.580
Previous Close: 4.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.97%
1 Month
  -11.60%
3 Months  
+23.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.940 4.080
1M High / 1M Low: 6.210 4.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.606
Avg. volume 1W:   0.000
Avg. price 1M:   5.102
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -