BNP Paribas Call 450 2FE 18.12.20.../  DE000PC8G2J1  /

EUWAX
7/30/2024  8:39:28 AM Chg.-0.09 Bid6:21:43 PM Ask6:21:43 PM Underlying Strike price Expiration date Option type
2.85EUR -3.06% 2.89
Bid Size: 2,000
3.09
Ask Size: 2,000
FERRARI N.V. 450.00 EUR 12/18/2025 Call
 

Master data

WKN: PC8G2J
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 12/18/2025
Issue date: 4/17/2024
Last trading day: 12/17/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.33
Leverage: Yes

Calculated values

Fair value: 2.49
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -7.27
Time value: 3.06
Break-even: 480.60
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.19
Spread abs.: 0.20
Spread %: 6.99%
Delta: 0.41
Theta: -0.06
Omega: 5.07
Rho: 1.73
 

Quote data

Open: 2.85
High: 2.85
Low: 2.85
Previous Close: 2.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.37%
1 Month
  -10.09%
3 Months
  -31.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.29 2.75
1M High / 1M Low: 3.84 2.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.02
Avg. volume 1W:   0.00
Avg. price 1M:   3.30
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -