BNP Paribas Call 500 2FE 20.03.20.../  DE000PG7DH84  /

EUWAX
23/01/2025  09:17:44 Chg.-0.049 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.081EUR -37.69% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 500.00 EUR 20/03/2025 Call
 

Master data

WKN: PG7DH8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 20/03/2025
Issue date: 02/09/2024
Last trading day: 19/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 129.84
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.26
Parity: -8.45
Time value: 0.32
Break-even: 503.20
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 2.48
Spread abs.: 0.22
Spread %: 220.00%
Delta: 0.12
Theta: -0.11
Omega: 15.16
Rho: 0.07
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.50%
1 Month
  -57.37%
3 Months
  -93.72%
YTD
  -52.35%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.130
1M High / 1M Low: 0.210 0.120
6M High / 6M Low: - -
High (YTD): 10/01/2025 0.210
Low (YTD): 15/01/2025 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -