BNP Paribas Call 400 2FE 19.12.2025
/ DE000PC5CFJ3
BNP Paribas Call 400 2FE 19.12.20.../ DE000PC5CFJ3 /
| 2024-07-26 8:16:58 AM |
Chg.-0.28 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.22EUR |
-6.22% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC5CFJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-2.46 |
| Time value: |
4.50 |
| Break-even: |
445.00 |
| Moneyness: |
0.94 |
| Premium: |
0.19 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.31 |
| Spread %: |
7.40% |
| Delta: |
0.55 |
| Theta: |
-0.06 |
| Omega: |
4.56 |
| Rho: |
2.24 |
Quote data
| Open: |
4.22 |
| High: |
4.22 |
| Low: |
4.22 |
| Previous Close: |
4.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.16% |
| 1 Month |
|
|
-21.42% |
| 3 Months |
|
|
-24.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.92 |
4.50 |
| 1M High / 1M Low: |
5.73 |
4.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
