BNP Paribas Call 450 2FE 20.06.2025
/ DE000PC6NN43
BNP Paribas Call 450 2FE 20.06.20.../ DE000PC6NN43 /
2024-09-24 8:33:59 AM |
Chg.+0.46 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.45EUR |
+15.38% |
- 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: |
12.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-1.93 |
Time value: |
3.42 |
Break-even: |
484.20 |
Moneyness: |
0.96 |
Premium: |
0.12 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.51 |
Theta: |
-0.09 |
Omega: |
6.42 |
Rho: |
1.37 |
Quote data
Open: |
3.45 |
High: |
3.45 |
Low: |
3.45 |
Previous Close: |
2.99 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.97% |
1 Month |
|
|
-6.50% |
3 Months |
|
|
+58.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.12 |
2.62 |
1M High / 1M Low: |
4.67 |
2.62 |
6M High / 6M Low: |
4.67 |
1.61 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.90 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.61 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.61% |
Volatility 6M: |
|
147.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |