BNP Paribas Call 400 2FE 18.12.2025
/ DE000PC8G2L7
BNP Paribas Call 400 2FE 18.12.20.../ DE000PC8G2L7 /
2024-09-24 8:40:49 AM |
Chg.+0.66 |
Bid5:30:20 PM |
Ask5:30:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.37EUR |
+9.84% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2025-12-18 |
Call |
Master data
WKN: |
PC8G2L |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
2025-12-18 |
Issue date: |
2024-04-17 |
Last trading day: |
2025-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.24 |
Intrinsic value: |
3.07 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
3.07 |
Time value: |
4.46 |
Break-even: |
475.30 |
Moneyness: |
1.08 |
Premium: |
0.10 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.22 |
Spread %: |
3.01% |
Delta: |
0.70 |
Theta: |
-0.07 |
Omega: |
4.03 |
Rho: |
2.81 |
Quote data
Open: |
7.37 |
High: |
7.37 |
Low: |
7.37 |
Previous Close: |
6.71 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.04% |
1 Month |
|
|
-2.77% |
3 Months |
|
|
+36.48% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.04 |
6.10 |
1M High / 1M Low: |
8.88 |
6.10 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.57 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.48 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |