BNP Paribas Call 450 2FE 19.06.20.../  DE000PC8G2C6  /

EUWAX
7/30/2024  8:39:28 AM Chg.-0.05 Bid10:14:04 AM Ask10:14:04 AM Underlying Strike price Expiration date Option type
1.71EUR -2.84% 1.76
Bid Size: 13,000
1.77
Ask Size: 13,000
FERRARI N.V. 450.00 EUR 6/19/2025 Call
 

Master data

WKN: PC8G2C
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 6/19/2025
Issue date: 4/17/2024
Last trading day: 6/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.55
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -7.27
Time value: 1.93
Break-even: 469.30
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.28
Spread abs.: 0.20
Spread %: 11.56%
Delta: 0.34
Theta: -0.07
Omega: 6.60
Rho: 0.96
 

Quote data

Open: 1.71
High: 1.71
Low: 1.71
Previous Close: 1.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.99%
1 Month
  -13.64%
3 Months
  -41.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.06 1.63
1M High / 1M Low: 2.52 1.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.85
Avg. volume 1W:   0.00
Avg. price 1M:   2.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -