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

EUWAX
6/21/2024  8:29:27 AM Chg.+0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.18EUR +3.32% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 500.00 EUR 12/19/2025 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: 12/19/2025
Issue date: 3/14/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.66
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -11.51
Time value: 2.18
Break-even: 521.80
Moneyness: 0.77
Premium: 0.36
Premium p.a.: 0.23
Spread abs.: 0.14
Spread %: 6.86%
Delta: 0.32
Theta: -0.05
Omega: 5.59
Rho: 1.50
 

Quote data

Open: 2.18
High: 2.18
Low: 2.18
Previous Close: 2.11
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.32%
1 Month
  -3.11%
3 Months
  -21.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.18 1.97
1M High / 1M Low: 2.32 1.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.08
Avg. volume 1W:   0.00
Avg. price 1M:   2.08
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -