BNP Paribas Call 400 2FE 18.12.2025
/ DE000PC8G2L7
BNP Paribas Call 400 2FE 18.12.20.../ DE000PC8G2L7 /
| 9/25/2024 8:41:43 AM |
Chg.-0.34 |
Bid3:34:35 PM |
Ask3:34:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.03EUR |
-4.61% |
6.97
Bid Size: 5,000 |
6.98
Ask Size: 5,000 |
FERRARI N.V. |
400.00 EUR |
12/18/2025 |
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: |
12/18/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
12/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.03 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
2.80 |
| Time value: |
4.56 |
| Break-even: |
473.60 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.22 |
| Spread %: |
3.08% |
| Delta: |
0.70 |
| Theta: |
-0.07 |
| Omega: |
4.05 |
| Rho: |
2.76 |
Quote data
| Open: |
7.03 |
| High: |
7.03 |
| Low: |
7.03 |
| Previous Close: |
7.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.66% |
| 1 Month |
|
|
-7.26% |
| 3 Months |
|
|
+23.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.37 |
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: |
|
6.74 |
| 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: |
|
102.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
