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

EUWAX
2024-05-10  8:39:48 AM Chg.+0.02 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
2.04EUR +0.99% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 500.00 EUR 2025-12-18 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: 2025-12-18
Issue date: 2024-04-17
Last trading day: 2025-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.48
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.25
Parity: -12.60
Time value: 2.14
Break-even: 521.40
Moneyness: 0.75
Premium: 0.39
Premium p.a.: 0.23
Spread abs.: 0.21
Spread %: 10.88%
Delta: 0.31
Theta: -0.05
Omega: 5.41
Rho: 1.51
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 2.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.92%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.92 1.92
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.36
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -