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

EUWAX
9/25/2024  8:41:43 AM Chg.-0.19 Bid5:38:54 PM Ask5:38:54 PM Underlying Strike price Expiration date Option type
2.89EUR -6.17% 2.83
Bid Size: 1,900
3.05
Ask Size: 1,900
FERRARI N.V. 500.00 EUR 12/18/2025 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: 12/18/2025
Issue date: 4/17/2024
Last trading day: 12/17/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.46
Leverage: Yes

Calculated values

Fair value: 2.84
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -7.20
Time value: 3.18
Break-even: 531.80
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.19
Spread abs.: 0.22
Spread %: 7.43%
Delta: 0.41
Theta: -0.07
Omega: 5.49
Rho: 1.75
 

Quote data

Open: 2.89
High: 2.89
Low: 2.89
Previous Close: 3.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.73%
1 Month
  -12.69%
3 Months  
+32.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.08 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:   2.72
Avg. volume 1W:   0.00
Avg. price 1M:   3.22
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -