BNP Paribas Call 450 2FE 18.12.2025
/ DE000PC8G2J1
BNP Paribas Call 450 2FE 18.12.20.../ DE000PC8G2J1 /
11/11/2024 9:30:10 PM |
Chg.+0.35 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.95EUR |
+9.72% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
450.00 EUR |
12/18/2025 |
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: |
12/18/2025 |
Issue date: |
4/17/2024 |
Last trading day: |
12/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.26 |
Parity: |
-3.24 |
Time value: |
4.09 |
Break-even: |
490.90 |
Moneyness: |
0.93 |
Premium: |
0.18 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.22 |
Spread %: |
5.68% |
Delta: |
0.50 |
Theta: |
-0.07 |
Omega: |
5.12 |
Rho: |
1.86 |
Quote data
Open: |
3.93 |
High: |
4.16 |
Low: |
3.93 |
Previous Close: |
3.60 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.04% |
1 Month |
|
|
-3.66% |
3 Months |
|
|
+18.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.20 |
3.25 |
1M High / 1M Low: |
6.15 |
3.25 |
6M High / 6M Low: |
6.24 |
2.71 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.86 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.12 |
Avg. volume 1M: |
|
101.86 |
Avg. price 6M: |
|
4.08 |
Avg. volume 6M: |
|
16.45 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.44% |
Volatility 6M: |
|
120.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |