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

EUWAX
5/24/2024  8:38:47 AM Chg.-0.09 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
3.48EUR -2.52% -
Bid Size: -
-
Ask Size: -
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: 10.38
Leverage: Yes

Calculated values

Fair value: 3.21
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -6.39
Time value: 3.72
Break-even: 487.20
Moneyness: 0.86
Premium: 0.26
Premium p.a.: 0.16
Spread abs.: 0.21
Spread %: 5.98%
Delta: 0.46
Theta: -0.06
Omega: 4.73
Rho: 2.18
 

Quote data

Open: 3.48
High: 3.48
Low: 3.48
Previous Close: 3.57
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month
  -15.74%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.62 3.42
1M High / 1M Low: 4.46 3.09
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   3.68
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -