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

EUWAX
9/17/2024  8:39:37 AM Chg.-0.34 Bid1:36:04 PM Ask1:36:04 PM Underlying Strike price Expiration date Option type
4.35EUR -7.25% 4.47
Bid Size: 7,000
4.48
Ask Size: 7,000
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: 9.12
Leverage: Yes

Calculated values

Fair value: 4.09
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -3.25
Time value: 4.58
Break-even: 495.80
Moneyness: 0.93
Premium: 0.19
Premium p.a.: 0.15
Spread abs.: 0.22
Spread %: 5.05%
Delta: 0.52
Theta: -0.07
Omega: 4.74
Rho: 2.15
 

Quote data

Open: 4.35
High: 4.35
Low: 4.35
Previous Close: 4.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.12%
1 Month
  -6.45%
3 Months  
+34.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.14 4.69
1M High / 1M Low: 6.24 4.60
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.88
Avg. volume 1W:   0.00
Avg. price 1M:   5.25
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.83%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -