BNP Paribas Call 380 2FE 18.09.2025
/ DE000PG4Y6C0
BNP Paribas Call 380 2FE 18.09.20.../ DE000PG4Y6C0 /
| 2024-10-07 5:20:55 PM |
Chg.-0.060 |
Bid5:30:03 PM |
Ask5:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.690EUR |
-0.89% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
2025-09-18 |
Call |
Master data
| WKN: |
PG4Y6C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2025-09-18 |
| Issue date: |
2024-07-26 |
| Last trading day: |
2025-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.12 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
2.80 |
| Time value: |
4.18 |
| Break-even: |
449.80 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.22 |
| Spread %: |
3.25% |
| Delta: |
0.69 |
| Theta: |
-0.08 |
| Omega: |
4.01 |
| Rho: |
1.99 |
Quote data
| Open: |
6.740 |
| High: |
6.750 |
| Low: |
6.530 |
| Previous Close: |
6.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.16% |
| 1 Month |
|
|
-16.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.530 |
6.510 |
| 1M High / 1M Low: |
8.330 |
6.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
