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

EUWAX
2024-06-14  8:39:58 AM Chg.-0.21 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.12EUR -9.01% -
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: 17.42
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -12.02
Time value: 2.18
Break-even: 521.80
Moneyness: 0.76
Premium: 0.37
Premium p.a.: 0.23
Spread abs.: 0.20
Spread %: 10.10%
Delta: 0.31
Theta: -0.05
Omega: 5.45
Rho: 1.47
 

Quote data

Open: 2.12
High: 2.12
Low: 2.12
Previous Close: 2.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.47%
1 Month  
+1.92%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.33 2.05
1M High / 1M Low: 2.33 1.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.13
Avg. volume 1W:   0.00
Avg. price 1M:   2.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -