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

Frankfurt Zert./BNP
2024-07-05  9:50:26 PM Chg.-0.150 Bid9:58:05 PM Ask- Underlying Strike price Expiration date Option type
2.110EUR -6.64% 2.120
Bid Size: 2,200
-
Ask Size: -
FERRARI N.V. 450.00 EUR 2025-06-20 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: 2025-06-20
Issue date: 2024-03-14
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.13
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -6.28
Time value: 2.26
Break-even: 472.60
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 0.23
Spread abs.: 0.14
Spread %: 6.60%
Delta: 0.37
Theta: -0.07
Omega: 6.42
Rho: 1.17
 

Quote data

Open: 2.260
High: 2.340
Low: 2.030
Previous Close: 2.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.23%
1 Month
  -4.09%
3 Months
  -21.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.260 1.880
1M High / 1M Low: 2.490 1.880
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.070
Avg. volume 1W:   0.000
Avg. price 1M:   2.164
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -