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

Frankfurt Zert./BNP
6/24/2024  9:50:28 AM Chg.+0.240 Bid10:19:04 AM Ask10:19:04 AM Underlying Strike price Expiration date Option type
3.570EUR +7.21% 3.580
Bid Size: 8,500
3.590
Ask Size: 8,500
FERRARI N.V. 450.00 EUR 12/18/2025 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: 12/18/2025
Issue date: 4/17/2024
Last trading day: 12/17/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -6.51
Time value: 3.58
Break-even: 485.80
Moneyness: 0.86
Premium: 0.26
Premium p.a.: 0.17
Spread abs.: 0.20
Spread %: 5.92%
Delta: 0.45
Theta: -0.06
Omega: 4.79
Rho: 2.01
 

Quote data

Open: 3.390
High: 3.570
Low: 3.390
Previous Close: 3.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.18%
1 Month  
+2.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.600 3.310
1M High / 1M Low: 3.740 3.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.406
Avg. volume 1W:   0.000
Avg. price 1M:   3.375
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -