BNP Paribas Call 450 2FE 19.06.2025
/ DE000PC8G2C6
BNP Paribas Call 450 2FE 19.06.20.../ DE000PC8G2C6 /
30/08/2024 21:50:37 |
Chg.+0.250 |
Bid21:59:26 |
Ask21:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
4.650EUR |
+5.68% |
4.710 Bid Size: 1,100 |
4.940 Ask Size: 1,100 |
FERRARI N.V. |
450.00 EUR |
19/06/2025 |
Call |
Master data
WKN: |
PC8G2C |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 EUR |
Maturity: |
19/06/2025 |
Issue date: |
17/04/2024 |
Last trading day: |
18/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-0.33 |
Time value: |
4.61 |
Break-even: |
496.10 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.23 |
Spread %: |
5.25% |
Delta: |
0.58 |
Theta: |
-0.09 |
Omega: |
5.65 |
Rho: |
1.72 |
Quote data
Open: |
4.440 |
High: |
4.650 |
Low: |
4.440 |
Previous Close: |
4.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+24.33% |
1 Month |
|
|
+158.33% |
3 Months |
|
|
+125.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.650 |
3.640 |
1M High / 1M Low: |
4.650 |
1.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.964 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |