BNP Paribas Call 460 2FE 19.12.20.../  DE000PC8G133  /

EUWAX
2024-07-25  8:38:19 AM Chg.-0.080 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.530EUR -13.11% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 460.00 EUR 2024-12-19 Call
 

Master data

WKN: PC8G13
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 460.00 EUR
Maturity: 2024-12-19
Issue date: 2024-04-17
Last trading day: 2024-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 51.73
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -7.72
Time value: 0.74
Break-even: 467.40
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.64
Spread abs.: 0.20
Spread %: 37.04%
Delta: 0.20
Theta: -0.07
Omega: 10.55
Rho: 0.28
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.610
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.67%
1 Month
  -37.65%
3 Months
  -62.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.560
1M High / 1M Low: 0.930 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.717
Avg. volume 1M:   2,000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -