BNP Paribas Call 350 2FE 19.06.2025
/ DE000PC8G2G7
BNP Paribas Call 350 2FE 19.06.20.../ DE000PC8G2G7 /
| 10/9/2024 12:21:12 PM |
Chg.+0.020 |
Bid12:39:18 PM |
Ask12:39:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.830EUR |
+0.23% |
8.800
Bid Size: 4,000 |
8.820
Ask Size: 4,000 |
FERRARI N.V. |
350.00 EUR |
6/19/2025 |
Call |
Master data
| WKN: |
PC8G2G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
6/19/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
6/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.37 |
| Intrinsic value: |
6.86 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
6.86 |
| Time value: |
2.25 |
| Break-even: |
441.10 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.23 |
| Spread %: |
2.59% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
3.70 |
| Rho: |
1.70 |
Quote data
| Open: |
8.820 |
| High: |
8.830 |
| Low: |
8.620 |
| Previous Close: |
8.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.40% |
| 1 Month |
|
|
-9.90% |
| 3 Months |
|
|
+19.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.810 |
7.890 |
| 1M High / 1M Low: |
9.960 |
7.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
