BNP Paribas Call 440 2FE 19.12.20.../  DE000PC8G158  /

EUWAX
25/07/2024  08:38:19 Chg.-0.140 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.850EUR -14.14% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 440.00 EUR 19/12/2024 Call
 

Master data

WKN: PC8G15
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 440.00 EUR
Maturity: 19/12/2024
Issue date: 17/04/2024
Last trading day: 18/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.78
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -5.72
Time value: 1.07
Break-even: 450.70
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.50
Spread abs.: 0.20
Spread %: 22.99%
Delta: 0.27
Theta: -0.09
Omega: 9.83
Rho: 0.38
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.990
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -29.75%
3 Months
  -52.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.850
1M High / 1M Low: 1.440 0.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   1.109
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -