BNP Paribas Call 420 2FE 20.06.2025
/ DE000PC5CFG9
BNP Paribas Call 420 2FE 20.06.20.../ DE000PC5CFG9 /
29/07/2024 08:21:08 |
Chg.-0.020 |
Bid09:09:48 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.690EUR |
-0.74% |
2.690 Bid Size: 9,000 |
- Ask Size: - |
FERRARI N.V. |
420.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
PC5CFG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
20/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
13.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-4.25 |
Time value: |
2.71 |
Break-even: |
447.10 |
Moneyness: |
0.90 |
Premium: |
0.18 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
0.37% |
Delta: |
0.44 |
Theta: |
-0.07 |
Omega: |
6.07 |
Rho: |
1.24 |
Quote data
Open: |
2.690 |
High: |
2.690 |
Low: |
2.690 |
Previous Close: |
2.710 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.60% |
1 Month |
|
|
-5.28% |
3 Months |
|
|
-33.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.150 |
2.500 |
1M High / 1M Low: |
3.730 |
2.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |