BNP Paribas Call 380 2FE 18.12.2025
/ DE000PC8G2M5
BNP Paribas Call 380 2FE 18.12.20.../ DE000PC8G2M5 /
| 10/8/2024 9:48:22 AM |
Chg.+0.02 |
Bid3:45:33 PM |
Ask3:45:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.94EUR |
+0.29% |
7.45
Bid Size: 5,000 |
7.46
Ask Size: 5,000 |
FERRARI N.V. |
380.00 EUR |
12/18/2025 |
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: |
12/18/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.78 |
| Intrinsic value: |
2.90 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
2.90 |
| Time value: |
4.40 |
| Break-even: |
453.00 |
| Moneyness: |
1.08 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.21 |
| Spread %: |
2.96% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
3.91 |
| Rho: |
2.53 |
Quote data
| Open: |
6.94 |
| High: |
6.94 |
| Low: |
6.94 |
| Previous Close: |
6.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.15% |
| 1 Month |
|
|
-19.02% |
| 3 Months |
|
|
+13.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.90 |
6.89 |
| 1M High / 1M Low: |
8.74 |
6.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
