BNP Paribas Call 420 2FE 20.06.2025
/ DE000PC5CFG9
BNP Paribas Call 420 2FE 20.06.20.../ DE000PC5CFG9 /
2024-05-16 8:16:29 AM |
Chg.+0.10 |
Bid7:57:53 PM |
Ask7:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.17EUR |
+3.26% |
3.43 Bid Size: 1,600 |
- Ask Size: - |
FERRARI N.V. |
420.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
PC5CFG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.90 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-4.14 |
Time value: |
3.07 |
Break-even: |
450.70 |
Moneyness: |
0.90 |
Premium: |
0.19 |
Premium p.a.: |
0.17 |
Spread abs.: |
-0.15 |
Spread %: |
-4.66% |
Delta: |
0.46 |
Theta: |
-0.07 |
Omega: |
5.69 |
Rho: |
1.58 |
Quote data
Open: |
3.17 |
High: |
3.17 |
Low: |
3.17 |
Previous Close: |
3.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.59% |
1 Month |
|
|
-14.09% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.07 |
2.86 |
1M High / 1M Low: |
4.42 |
2.86 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |