BNP Paribas Call 400 2FE 20.12.20.../  DE000PC5CFF1  /

Frankfurt Zert./BNP
2024-07-26  9:50:25 PM Chg.+0.250 Bid9:59:20 PM Ask- Underlying Strike price Expiration date Option type
2.120EUR +13.37% 2.110
Bid Size: 1,700
-
Ask Size: -
FERRARI N.V. 400.00 EUR 2024-12-20 Call
 

Master data

WKN: PC5CFF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 400.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.30
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -2.25
Time value: 1.86
Break-even: 418.60
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.29
Spread abs.: -0.25
Spread %: -11.85%
Delta: 0.43
Theta: -0.10
Omega: 8.77
Rho: 0.58
 

Quote data

Open: 1.860
High: 2.140
Low: 1.860
Previous Close: 1.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.20%
1 Month
  -7.83%
3 Months
  -43.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.550 1.870
1M High / 1M Low: 3.190 1.870
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.230
Avg. volume 1W:   0.000
Avg. price 1M:   2.507
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -