BNP Paribas Call 350 2FE 18.12.20.../  DE000PC8G2N3  /

EUWAX
2024-07-05  8:40:19 AM Chg.+0.21 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
8.48EUR +2.54% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 350.00 EUR 2025-12-18 Call
 

Master data

WKN: PC8G2N
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 350.00 EUR
Maturity: 2025-12-18
Issue date: 2024-04-17
Last trading day: 2025-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.63
Leverage: Yes

Calculated values

Fair value: 7.49
Intrinsic value: 3.72
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 3.72
Time value: 4.65
Break-even: 433.70
Moneyness: 1.11
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.20
Spread %: 2.45%
Delta: 0.73
Theta: -0.06
Omega: 3.37
Rho: 2.88
 

Quote data

Open: 8.48
High: 8.48
Low: 8.48
Previous Close: 8.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.44%
1 Month  
+4.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.48 7.65
1M High / 1M Low: 8.73 7.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   7.99
Avg. volume 1W:   0.00
Avg. price 1M:   8.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -