BNP Paribas Call 420 2FE 19.12.20.../  DE000PC5CFH7  /

EUWAX
2024-06-21  8:15:58 AM Chg.+0.16 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
4.71EUR +3.52% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 420.00 EUR 2025-12-19 Call
 

Master data

WKN: PC5CFH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 420.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-20
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.17
Leverage: Yes

Calculated values

Fair value: 3.98
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -3.51
Time value: 4.71
Break-even: 467.10
Moneyness: 0.92
Premium: 0.21
Premium p.a.: 0.14
Spread abs.: 0.23
Spread %: 5.13%
Delta: 0.53
Theta: -0.06
Omega: 4.33
Rho: 2.34
 

Quote data

Open: 4.71
High: 4.71
Low: 4.71
Previous Close: 4.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.97%
1 Month  
+2.17%
3 Months
  -13.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.71 4.27
1M High / 1M Low: 4.71 4.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.48
Avg. volume 1W:   0.00
Avg. price 1M:   4.43
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -