BNP Paribas Call 420 2FE 20.06.20.../  DE000PC8G1R6  /

EUWAX
2024-05-17  8:40:17 AM Chg.+0.030 Bid8:00:03 PM Ask8:00:03 PM Underlying Strike price Expiration date Option type
0.130EUR +30.00% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 420.00 EUR 2024-06-20 Call
 

Master data

WKN: PC8G1R
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 420.00 EUR
Maturity: 2024-06-20
Issue date: 2024-04-17
Last trading day: 2024-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 110.86
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -3.20
Time value: 0.35
Break-even: 423.50
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 1.63
Spread abs.: 0.20
Spread %: 133.33%
Delta: 0.20
Theta: -0.15
Omega: 21.97
Rho: 0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -81.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.090
1M High / 1M Low: 1.030 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   451.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -