BNP Paribas Call 420 2FE 19.12.20.../  DE000PC5CFH7  /

EUWAX
2024-04-26  8:14:21 AM Chg.-0.35 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
5.03EUR -6.51% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 420.00 EUR 2025-12-19 Call
 

Master data

WKN: PC5CFH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 420.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-20
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.94
Leverage: Yes

Calculated values

Fair value: 4.87
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -2.60
Time value: 5.68
Break-even: 476.80
Moneyness: 0.94
Premium: 0.21
Premium p.a.: 0.12
Spread abs.: 0.22
Spread %: 4.03%
Delta: 0.57
Theta: -0.06
Omega: 3.97
Rho: 2.77
 

Quote data

Open: 5.03
High: 5.03
Low: 5.03
Previous Close: 5.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.65%
1 Month
  -14.60%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.44 5.00
1M High / 1M Low: 5.89 4.78
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.17
Avg. volume 1W:   0.00
Avg. price 1M:   5.13
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -