BNP Paribas Call 450 2FE 19.12.2025
/ DE000PC6NN68
BNP Paribas Call 450 2FE 19.12.20.../ DE000PC6NN68 /
| 2024-04-05 8:28:58 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
450.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
PC6NN6 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-04-08 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.24 |
| Parity: |
-5.60 |
| Time value: |
3.70 |
| Break-even: |
487.00 |
| Moneyness: |
0.88 |
| Premium: |
0.24 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
-0.14 |
| Spread %: |
-3.65% |
| Delta: |
0.47 |
| Theta: |
-0.06 |
| Omega: |
5.02 |
| Rho: |
2.45 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.86 |
3.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
