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

EUWAX
31/07/2024  08:30:14 Chg.+0.08 Bid12:44:10 Ask12:44:10 Underlying Strike price Expiration date Option type
1.79EUR +4.68% 1.73
Bid Size: 13,000
-
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: 21.55
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -7.08
Time value: 1.76
Break-even: 467.60
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 1.73%
Delta: 0.33
Theta: -0.06
Omega: 7.06
Rho: 0.95
 

Quote data

Open: 1.79
High: 1.79
Low: 1.79
Previous Close: 1.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.50%
1 Month
  -9.14%
3 Months
  -38.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.63
1M High / 1M Low: 2.52 1.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   2.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -