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

EUWAX
5/24/2024  8:38:47 AM Chg.-0.07 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
2.18EUR -3.11% -
Bid Size: -
-
Ask Size: -
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: 16.02
Leverage: Yes

Calculated values

Fair value: 1.98
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -11.39
Time value: 2.41
Break-even: 524.10
Moneyness: 0.77
Premium: 0.36
Premium p.a.: 0.22
Spread abs.: 0.21
Spread %: 9.55%
Delta: 0.33
Theta: -0.05
Omega: 5.36
Rho: 1.65
 

Quote data

Open: 2.18
High: 2.18
Low: 2.18
Previous Close: 2.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.46%
1 Month
  -13.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.27 2.13
1M High / 1M Low: 2.92 1.92
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.20
Avg. volume 1W:   0.00
Avg. price 1M:   2.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -