BNP Paribas Call 350 2FE 19.06.20.../  DE000PC8G2G7  /

EUWAX
07/10/2024  13:37:19 Chg.0.00 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
7.96EUR 0.00% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 350.00 EUR 19/06/2025 Call
 

Master data

WKN: PC8G2G
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 350.00 EUR
Maturity: 19/06/2025
Issue date: 17/04/2024
Last trading day: 18/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.86
Leverage: Yes

Calculated values

Fair value: 7.49
Intrinsic value: 5.80
Implied volatility: 0.35
Historic volatility: 0.25
Parity: 5.80
Time value: 2.59
Break-even: 433.90
Moneyness: 1.17
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.22
Spread %: 2.69%
Delta: 0.77
Theta: -0.09
Omega: 3.77
Rho: 1.62
 

Quote data

Open: 8.14
High: 8.14
Low: 7.96
Previous Close: 7.96
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.43%
1 Month
  -19.02%
3 Months  
+15.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.09 7.96
1M High / 1M Low: 10.04 7.96
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.39
Avg. volume 1W:   0.00
Avg. price 1M:   9.14
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -