BNP Paribas Call 1000 PGHN 20.06.2025
/ DE000PC1LYR7
BNP Paribas Call 1000 PGHN 20.06..../ DE000PC1LYR7 /
| 2024-06-19 9:22:15 AM |
Chg.+0.05 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.46EUR |
+2.07% |
-
Bid Size: - |
-
Ask Size: - |
PARTNERS GROUP N |
1,000.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC1LYR |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PARTNERS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
1.60 |
| Time value: |
0.90 |
| Break-even: |
1,303.09 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.78 |
| Theta: |
-0.21 |
| Omega: |
3.76 |
| Rho: |
6.93 |
Quote data
| Open: |
2.46 |
| High: |
2.46 |
| Low: |
2.46 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-18.81% |
| 3 Months |
|
|
-26.13% |
| YTD |
|
|
-21.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.41 |
| 1M High / 1M Low: |
3.07 |
2.38 |
| 6M High / 6M Low: |
3.60 |
2.03 |
| High (YTD): |
2024-03-22 |
3.60 |
| Low (YTD): |
2024-01-17 |
2.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.43% |
| Volatility 6M: |
|
71.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
