BNP Paribas Call 440 2FE 20.12.20.../  DE000PC6NN35  /

Frankfurt Zert./BNP
2024-05-24  9:50:24 PM Chg.+0.030 Bid2024-05-24 Ask- Underlying Strike price Expiration date Option type
1.280EUR +2.40% 1.280
Bid Size: 2,700
-
Ask Size: -
FERRARI N.V. 440.00 EUR 2024-12-20 Call
 

Master data

WKN: PC6NN3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 440.00 EUR
Maturity: 2024-12-20
Issue date: 2024-03-14
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 30.16
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -5.39
Time value: 1.28
Break-even: 452.80
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.31
Theta: -0.07
Omega: 9.31
Rho: 0.61
 

Quote data

Open: 1.260
High: 1.340
Low: 1.230
Previous Close: 1.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -38.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.320 1.250
1M High / 1M Low: 2.280 1.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.292
Avg. volume 1W:   0.000
Avg. price 1M:   1.514
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -