BNP Paribas Call 450 2FE 19.06.20.../  DE000PC8G2C6  /

EUWAX
2024-06-21  8:38:34 AM Chg.+0.19 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.33EUR +8.88% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 2025-06-19 Call
 

Master data

WKN: PC8G2C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2025-06-19
Issue date: 2024-04-17
Last trading day: 2025-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.17
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -6.51
Time value: 2.38
Break-even: 473.80
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.23
Spread abs.: 0.20
Spread %: 9.17%
Delta: 0.38
Theta: -0.07
Omega: 6.13
Rho: 1.21
 

Quote data

Open: 2.33
High: 2.33
Low: 2.33
Previous Close: 2.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.02%
1 Month
  -1.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.33 2.06
1M High / 1M Low: 2.49 1.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.18
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -