BNP Paribas Call 500 2FE 19.12.20.../  DE000PC6NN50  /

Frankfurt Zert./BNP
2024-07-05  2:50:34 PM Chg.-0.020 Bid3:03:48 PM Ask- Underlying Strike price Expiration date Option type
2.120EUR -0.93% 2.130
Bid Size: 13,000
-
Ask Size: -
FERRARI N.V. 500.00 EUR 2025-12-19 Call
 

Master data

WKN: PC6NN5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.39
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -10.65
Time value: 2.14
Break-even: 521.40
Moneyness: 0.79
Premium: 0.33
Premium p.a.: 0.21
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.32
Theta: -0.05
Omega: 5.91
Rho: 1.53
 

Quote data

Open: 2.140
High: 2.210
Low: 2.120
Previous Close: 2.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.85%
1 Month
  -3.64%
3 Months
  -14.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.140 1.830
1M High / 1M Low: 2.320 1.830
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.948
Avg. volume 1W:   0.000
Avg. price 1M:   2.073
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -