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

EUWAX
11/11/2024  9:30:10 PM Chg.+0.35 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
3.95EUR +9.72% -
Bid Size: -
-
Ask Size: -
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: 10.21
Leverage: Yes

Calculated values

Fair value: 3.80
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.26
Parity: -3.24
Time value: 4.09
Break-even: 490.90
Moneyness: 0.93
Premium: 0.18
Premium p.a.: 0.16
Spread abs.: 0.22
Spread %: 5.68%
Delta: 0.50
Theta: -0.07
Omega: 5.12
Rho: 1.86
 

Quote data

Open: 3.93
High: 4.16
Low: 3.93
Previous Close: 3.60
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.04%
1 Month
  -3.66%
3 Months  
+18.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.20 3.25
1M High / 1M Low: 6.15 3.25
6M High / 6M Low: 6.24 2.71
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.86
Avg. volume 1W:   0.00
Avg. price 1M:   5.12
Avg. volume 1M:   101.86
Avg. price 6M:   4.08
Avg. volume 6M:   16.45
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   166.44%
Volatility 6M:   120.24%
Volatility 1Y:   -
Volatility 3Y:   -