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

Frankfurt Zert./BNP
2024-06-14  9:50:20 PM Chg.-0.290 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
3.190EUR -8.33% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 2025-12-18 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: 2025-12-18
Issue date: 2024-04-17
Last trading day: 2025-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.04
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -7.02
Time value: 3.44
Break-even: 484.40
Moneyness: 0.84
Premium: 0.28
Premium p.a.: 0.17
Spread abs.: 0.20
Spread %: 6.17%
Delta: 0.43
Theta: -0.06
Omega: 4.79
Rho: 1.97
 

Quote data

Open: 3.420
High: 3.420
Low: 3.070
Previous Close: 3.480
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -6.73%
1 Month
  -12.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.740 3.190
1M High / 1M Low: 3.740 3.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.434
Avg. volume 1W:   0.000
Avg. price 1M:   3.402
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -