BNP Paribas Call 450 2FE 19.12.20.../  DE000PC8G141  /

EUWAX
2024-06-21  8:38:34 AM Chg.+0.14 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.06EUR +15.22% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 2024-12-19 Call
 

Master data

WKN: PC8G14
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2024-12-19
Issue date: 2024-04-17
Last trading day: 2024-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.93
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -6.09
Time value: 1.30
Break-even: 463.00
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.42
Spread abs.: 0.21
Spread %: 19.27%
Delta: 0.29
Theta: -0.08
Omega: 8.81
Rho: 0.50
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 0.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.95%
1 Month  
+4.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.06 0.89
1M High / 1M Low: 1.16 0.80
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.96
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -