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

EUWAX
2024-05-10  1:58:45 PM Chg.-0.12 Bid10:00:00 PM Ask10:00:00 PM Underlying Strike price Expiration date Option type
1.91EUR -5.91% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 500.00 EUR 2025-12-19 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: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
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: 2.04
High: 2.04
Low: 1.91
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.03%
1 Month
  -25.97%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.94 1.91
1M High / 1M Low: 2.94 1.91
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.35
Avg. volume 1W:   0.00
Avg. price 1M:   2.53
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -