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: |
|
- |
