BNP Paribas Call 450 2FE 20.06.20.../  DE000PC6NN43  /

EUWAX
2024-06-21  8:29:27 AM Chg.+0.09 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.33EUR +4.02% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 2025-06-20 Call
 

Master data

WKN: PC6NN4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2025-06-20
Issue date: 2024-03-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.07
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -6.51
Time value: 2.13
Break-even: 471.30
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.23
Spread abs.: -0.04
Spread %: -1.84%
Delta: 0.36
Theta: -0.06
Omega: 6.58
Rho: 1.18
 

Quote data

Open: 2.33
High: 2.33
Low: 2.33
Previous Close: 2.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.96%
1 Month
  -1.27%
3 Months
  -26.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.33 2.04
1M High / 1M Low: 2.48 1.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.19
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -