BNP Paribas Call 380 2FE 18.12.2025
/ DE000PC8G2M5
BNP Paribas Call 380 2FE 18.12.20.../ DE000PC8G2M5 /
04/09/2024 20:20:43 |
Chg.-0.200 |
Bid20:20:45 |
Ask20:20:45 |
Underlying |
Strike price |
Expiration date |
Option type |
9.430EUR |
-2.08% |
9.440 Bid Size: 800 |
9.670 Ask Size: 800 |
FERRARI N.V. |
380.00 EUR |
18/12/2025 |
Call |
Master data
WKN: |
PC8G2M |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 EUR |
Maturity: |
18/12/2025 |
Issue date: |
17/04/2024 |
Last trading day: |
17/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.38 |
Intrinsic value: |
6.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
6.00 |
Time value: |
3.78 |
Break-even: |
477.80 |
Moneyness: |
1.16 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.23 |
Spread %: |
2.41% |
Delta: |
0.78 |
Theta: |
-0.07 |
Omega: |
3.51 |
Rho: |
3.16 |
Quote data
Open: |
9.460 |
High: |
9.550 |
Low: |
9.210 |
Previous Close: |
9.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.86% |
1 Month |
|
|
+46.66% |
3 Months |
|
|
+61.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.140 |
9.350 |
1M High / 1M Low: |
10.140 |
5.900 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.806 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.961 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |