BNP Paribas Call 400 2FE 19.12.2025
/ DE000PC5CFJ3
BNP Paribas Call 400 2FE 19.12.20.../ DE000PC5CFJ3 /
2024-10-07 12:54:35 PM |
Chg.+0.04 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.80EUR |
+0.69% |
- 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: |
7.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.65 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
0.80 |
Time value: |
4.96 |
Break-even: |
457.60 |
Moneyness: |
1.02 |
Premium: |
0.12 |
Premium p.a.: |
0.10 |
Spread abs.: |
-0.19 |
Spread %: |
-3.19% |
Delta: |
0.64 |
Theta: |
-0.07 |
Omega: |
4.51 |
Rho: |
2.43 |
Quote data
Open: |
5.93 |
High: |
5.93 |
Low: |
5.80 |
Previous Close: |
5.76 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.20% |
1 Month |
|
|
-20.66% |
3 Months |
|
|
+9.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.84 |
5.76 |
1M High / 1M Low: |
7.48 |
5.76 |
6M High / 6M Low: |
8.83 |
4.22 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.71 |
Avg. volume 6M: |
|
1.95 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.40% |
Volatility 6M: |
|
97.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |