BNP Paribas Call 420 2FE 19.12.20.../  DE000PC5CFH7  /

EUWAX
7/29/2024  8:17:43 AM Chg.+0.23 Bid2:41:14 PM Ask2:41:14 PM Underlying Strike price Expiration date Option type
3.96EUR +6.17% 3.84
Bid Size: 8,000
-
Ask Size: -
FERRARI N.V. 420.00 EUR 12/19/2025 Call
 

Master data

WKN: PC5CFH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 420.00 EUR
Maturity: 12/19/2025
Issue date: 2/20/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.48
Leverage: Yes

Calculated values

Fair value: 3.43
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -4.25
Time value: 3.98
Break-even: 459.80
Moneyness: 0.90
Premium: 0.22
Premium p.a.: 0.15
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.50
Theta: -0.06
Omega: 4.70
Rho: 2.05
 

Quote data

Open: 3.96
High: 3.96
Low: 3.96
Previous Close: 3.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.65%
1 Month
  -6.60%
3 Months
  -27.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.32 3.73
1M High / 1M Low: 5.07 3.73
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.08
Avg. volume 1W:   0.00
Avg. price 1M:   4.43
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -