BNP Paribas Call 350 2FE 18.12.2025
/ DE000PC8G2N3
BNP Paribas Call 350 2FE 18.12.20.../ DE000PC8G2N3 /
| 16/07/2024 08:40:23 |
Chg.-0.42 |
Bid10:33:47 |
Ask10:33:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.41EUR |
-4.76% |
8.02
Bid Size: 5,000 |
8.03
Ask Size: 5,000 |
FERRARI N.V. |
350.00 EUR |
18/12/2025 |
Call |
Master data
| WKN: |
PC8G2N |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
18/12/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
17/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.08 |
| Intrinsic value: |
4.54 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
4.54 |
| Time value: |
4.07 |
| Break-even: |
436.10 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.21 |
| Spread %: |
2.50% |
| Delta: |
0.75 |
| Theta: |
-0.06 |
| Omega: |
3.46 |
| Rho: |
3.02 |
Quote data
| Open: |
8.41 |
| High: |
8.41 |
| Low: |
8.41 |
| Previous Close: |
8.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.44% |
| 1 Month |
|
|
+2.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.99 |
8.52 |
| 1M High / 1M Low: |
8.99 |
7.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
