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

EUWAX
2024-09-24  8:40:47 AM Chg.+0.48 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
3.46EUR +16.11% -
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: 11.83
Leverage: Yes

Calculated values

Fair value: 3.33
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -1.93
Time value: 3.64
Break-even: 486.40
Moneyness: 0.96
Premium: 0.13
Premium p.a.: 0.18
Spread abs.: 0.22
Spread %: 6.43%
Delta: 0.51
Theta: -0.09
Omega: 6.08
Rho: 1.36
 

Quote data

Open: 3.46
High: 3.46
Low: 3.46
Previous Close: 2.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.40%
1 Month
  -6.49%
3 Months  
+48.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.46 2.60
1M High / 1M Low: 4.67 2.60
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.00
Avg. volume 1W:   0.00
Avg. price 1M:   3.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -