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

EUWAX
04/07/2024  09:22:22 Chg.+0.180 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.800EUR +29.03% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 460.00 EUR 19/12/2024 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: 19/12/2024
Issue date: 17/04/2024
Last trading day: 18/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.26
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -7.12
Time value: 0.92
Break-even: 469.20
Moneyness: 0.85
Premium: 0.21
Premium p.a.: 0.50
Spread abs.: 0.20
Spread %: 27.78%
Delta: 0.24
Theta: -0.07
Omega: 9.99
Rho: 0.38
 

Quote data

Open: 0.720
High: 0.800
Low: 0.720
Previous Close: 0.620
Turnover: 11,200
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.98%
1 Month  
+15.94%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.580
1M High / 1M Low: 0.940 0.580
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   4,800
Avg. price 1M:   0.751
Avg. volume 1M:   1,090.909
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -