BNP Paribas Call 400 2FE 18.12.2025
/ DE000PC8G2L7
BNP Paribas Call 400 2FE 18.12.20.../ DE000PC8G2L7 /
| 31/07/2024 08:38:44 |
Chg.+0.18 |
Bid18:41:12 |
Ask18:41:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
+4.05% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
18/12/2025 |
Call |
Master data
| WKN: |
PC8G2L |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
18/12/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
17/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-2.08 |
| Time value: |
4.71 |
| Break-even: |
447.10 |
| Moneyness: |
0.95 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.20 |
| Spread %: |
4.43% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
4.50 |
| Rho: |
2.28 |
Quote data
| Open: |
4.62 |
| High: |
4.62 |
| Low: |
4.62 |
| Previous Close: |
4.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.15% |
| 1 Month |
|
|
-9.59% |
| 3 Months |
|
|
-26.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.03 |
4.30 |
| 1M High / 1M Low: |
5.92 |
4.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.16 |
| Avg. volume 1M: |
|
3,954.55 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
