BNP Paribas Call 450 2FE 18.12.2025
/ DE000PC8G2J1
BNP Paribas Call 450 2FE 18.12.20.../ DE000PC8G2J1 /
05/09/2024 08:42:10 |
Chg.-0.08 |
Bid09:53:55 |
Ask09:53:55 |
Underlying |
Strike price |
Expiration date |
Option type |
5.63EUR |
-1.40% |
5.65 Bid Size: 6,000 |
5.66 Ask Size: 6,000 |
FERRARI N.V. |
450.00 EUR |
18/12/2025 |
Call |
Master data
WKN: |
PC8G2J |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 EUR |
Maturity: |
18/12/2025 |
Issue date: |
17/04/2024 |
Last trading day: |
17/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-1.11 |
Time value: |
5.92 |
Break-even: |
509.20 |
Moneyness: |
0.98 |
Premium: |
0.16 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.23 |
Spread %: |
4.04% |
Delta: |
0.59 |
Theta: |
-0.08 |
Omega: |
4.36 |
Rho: |
2.56 |
Quote data
Open: |
5.63 |
High: |
5.63 |
Low: |
5.63 |
Previous Close: |
5.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.18% |
1 Month |
|
|
+107.75% |
3 Months |
|
|
+76.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.24 |
5.62 |
1M High / 1M Low: |
6.24 |
2.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |