BNP Paribas Call 420 2FE 18.12.2025
/ DE000PC8G2K9
BNP Paribas Call 420 2FE 18.12.20.../ DE000PC8G2K9 /
| 2024-09-23 8:37:46 AM |
Chg.-0.30 |
Bid11:24:47 AM |
Ask11:24:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.88EUR |
-4.85% |
6.38
Bid Size: 5,500 |
6.39
Ask Size: 5,500 |
FERRARI N.V. |
420.00 EUR |
2025-12-18 |
Call |
Master data
| WKN: |
PC8G2K |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
2025-12-18 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.60 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
5.88 |
| Break-even: |
480.80 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.22 |
| Spread %: |
3.75% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
4.30 |
| Rho: |
2.48 |
Quote data
| Open: |
5.88 |
| High: |
5.88 |
| Low: |
5.88 |
| Previous Close: |
6.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
-12.37% |
| 3 Months |
|
|
+24.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.18 |
5.33 |
| 1M High / 1M Low: |
7.89 |
5.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
