BNP Paribas Call 450 2FE 19.12.20.../  DE000PC8G141  /

Frankfurt Zert./BNP
9/6/2024  9:20:34 PM Chg.-0.130 Bid9:31:07 PM Ask9:31:07 PM Underlying Strike price Expiration date Option type
1.600EUR -7.51% 1.620
Bid Size: 1,852
1.840
Ask Size: 1,800
FERRARI N.V. 450.00 EUR 12/19/2024 Call
 

Master data

WKN: PC8G14
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 12/19/2024
Issue date: 4/17/2024
Last trading day: 12/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.75
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -2.15
Time value: 1.97
Break-even: 469.70
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.38
Spread abs.: 0.22
Spread %: 12.57%
Delta: 0.43
Theta: -0.14
Omega: 9.42
Rho: 0.47
 

Quote data

Open: 1.720
High: 2.070
Low: 1.590
Previous Close: 1.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.74%
1 Month  
+105.13%
3 Months  
+63.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.700 1.730
1M High / 1M Low: 2.700 0.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.324
Avg. volume 1W:   0.000
Avg. price 1M:   1.630
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -