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

EUWAX
30/07/2024  08:30:50 Chg.-0.05 Bid13:27:09 Ask13:27:09 Underlying Strike price Expiration date Option type
1.69EUR -2.87% 1.75
Bid Size: 15,500
-
Ask Size: -
FERRARI N.V. 500.00 EUR 19/12/2025 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: 19/12/2025
Issue date: 14/03/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.33
Leverage: Yes

Calculated values

Fair value: 1.44
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -12.27
Time value: 1.69
Break-even: 516.90
Moneyness: 0.75
Premium: 0.37
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.27
Theta: -0.05
Omega: 6.13
Rho: 1.21
 

Quote data

Open: 1.69
High: 1.69
Low: 1.69
Previous Close: 1.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.21%
1 Month
  -11.05%
3 Months
  -37.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.97 1.63
1M High / 1M Low: 2.35 1.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   1.98
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -