BNP Paribas Call 500 2FE 18.12.20.../  DE000PC8G2H5  /

EUWAX
20/09/2024  09:58:15 Chg.+0.38 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
2.79EUR +15.77% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 500.00 EUR 18/12/2025 Call
 

Master data

WKN: PC8G2H
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 18/12/2025
Issue date: 17/04/2024
Last trading day: 17/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.31
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -7.80
Time value: 2.95
Break-even: 529.50
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 0.20
Spread abs.: 0.22
Spread %: 8.06%
Delta: 0.39
Theta: -0.07
Omega: 5.58
Rho: 1.68
 

Quote data

Open: 2.78
High: 2.79
Low: 2.78
Previous Close: 2.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.92%
1 Month
  -5.10%
3 Months  
+27.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.89 2.41
1M High / 1M Low: 4.07 2.41
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.67
Avg. volume 1W:   0.00
Avg. price 1M:   3.24
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -