BNP Paribas Call 380 2FE 20.06.20.../  DE000PC8G1U0  /

Frankfurt Zert./BNP
2024-05-30  4:05:15 PM Chg.+0.070 Bid4:09:46 PM Ask4:09:46 PM Underlying Strike price Expiration date Option type
0.720EUR +10.77% 0.720
Bid Size: 8,000
0.740
Ask Size: 8,000
FERRARI N.V. 380.00 EUR 2024-06-20 Call
 

Master data

WKN: PC8G1U
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 380.00 EUR
Maturity: 2024-06-20
Issue date: 2024-04-17
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.54
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -0.59
Time value: 0.84
Break-even: 388.40
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.92
Spread abs.: 0.20
Spread %: 31.25%
Delta: 0.44
Theta: -0.27
Omega: 19.57
Rho: 0.09
 

Quote data

Open: 0.500
High: 0.720
Low: 0.500
Previous Close: 0.650
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.43%
1 Month
  -69.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 0.650
1M High / 1M Low: 3.150 0.650
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.980
Avg. volume 1W:   0.000
Avg. price 1M:   1.462
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -