BNP Paribas Call 500 2FE 19.12.20.../  DE000PC6NN50  /

Frankfurt Zert./BNP
10/05/2024  21:50:23 Chg.-0.100 Bid21:57:54 Ask- Underlying Strike price Expiration date Option type
1.930EUR -4.93% 1.930
Bid Size: 3,000
-
Ask Size: -
FERRARI N.V. 500.00 EUR 19/12/2025 Call
 

Master data

WKN: PC6NN5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 19/12/2025
Issue date: 14/03/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.38
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -12.60
Time value: 1.93
Break-even: 519.30
Moneyness: 0.75
Premium: 0.39
Premium p.a.: 0.23
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.30
Theta: -0.05
Omega: 5.72
Rho: 1.46
 

Quote data

Open: 2.040
High: 2.040
Low: 1.880
Previous Close: 2.030
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.58%
1 Month
  -27.72%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.780 1.930
1M High / 1M Low: 2.950 1.930
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.152
Avg. volume 1W:   0.000
Avg. price 1M:   2.508
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -