BNP Paribas Call 450 2FE 20.06.2025
/ DE000PC6NN43
BNP Paribas Call 450 2FE 20.06.20.../ DE000PC6NN43 /
08/11/2024 10:22:39 |
Chg.+0.13 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
2.25EUR |
+6.13% |
- 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: |
18.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.26 |
Parity: |
-3.24 |
Time value: |
2.25 |
Break-even: |
472.50 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.22 |
Spread abs.: |
-0.24 |
Spread %: |
-9.64% |
Delta: |
0.42 |
Theta: |
-0.08 |
Omega: |
7.87 |
Rho: |
0.94 |
Quote data
Open: |
2.25 |
High: |
2.25 |
Low: |
2.25 |
Previous Close: |
2.12 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-39.84% |
1 Month |
|
|
-20.49% |
3 Months |
|
|
+10.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.96 |
2.04 |
1M High / 1M Low: |
4.56 |
2.04 |
6M High / 6M Low: |
4.67 |
1.61 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.55 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.48% |
Volatility 6M: |
|
160.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |