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

EUWAX
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:   -