BNP Paribas Call 500 2FE 18.12.2025
/ DE000PC8G2H5
BNP Paribas Call 500 2FE 18.12.20.../ DE000PC8G2H5 /
| 23/05/2024 08:37:23 |
Chg.+0.10 |
Bid12:18:37 |
Ask12:18:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+4.65% |
2.12
Bid Size: 14,000 |
2.14
Ask Size: 14,000 |
FERRARI N.V. |
500.00 EUR |
18/12/2025 |
Call |
Master data
| WKN: |
PC8G2H |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
18/12/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
17/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-11.50 |
| Time value: |
2.43 |
| Break-even: |
524.30 |
| Moneyness: |
0.77 |
| Premium: |
0.36 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.21 |
| Spread %: |
9.46% |
| Delta: |
0.33 |
| Theta: |
-0.05 |
| Omega: |
5.31 |
| Rho: |
1.64 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.17% |
| 1 Month |
|
|
-10.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.27 |
2.08 |
| 1M High / 1M Low: |
2.92 |
1.92 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
