BNP Paribas Call 450 2FE 20.06.20.../  DE000PC6NN43  /

EUWAX
09/10/2024  08:34:33 Chg.+0.44 Bid22:00:04 Ask22:00:04 Underlying Strike price Expiration date Option type
2.83EUR +18.41% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 20/06/2025 Call
 

Master data

WKN: PC6NN4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 20/06/2025
Issue date: 14/03/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.51
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.25
Parity: -3.14
Time value: 2.39
Break-even: 473.90
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: -0.49
Spread %: -17.01%
Delta: 0.44
Theta: -0.08
Omega: 7.68
Rho: 1.11
 

Quote data

Open: 2.83
High: 2.83
Low: 2.83
Previous Close: 2.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.60%
1 Month
  -18.44%
3 Months  
+21.46%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.83 2.39
1M High / 1M Low: 3.65 2.39
6M High / 6M Low: 4.67 1.61
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.55
Avg. volume 1W:   0.00
Avg. price 1M:   3.02
Avg. volume 1M:   0.00
Avg. price 6M:   2.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.46%
Volatility 6M:   149.75%
Volatility 1Y:   -
Volatility 3Y:   -