BNP Paribas Call 1000 PGHN 21.03.2025
/ DE000PC860T7
BNP Paribas Call 1000 PGHN 21.03..../ DE000PC860T7 /
| 2024-06-20 10:21:26 AM |
Chg.+0.200 |
Bid10:39:09 AM |
Ask10:39:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.460EUR |
+8.85% |
2.440
Bid Size: 14,500 |
2.460
Ask Size: 14,500 |
PARTNERS GROUP N |
1,000.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
PC860T |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
PARTNERS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
1.53 |
| Time value: |
0.76 |
| Break-even: |
1,281.34 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.77 |
| Theta: |
-0.25 |
| Omega: |
4.06 |
| Rho: |
5.27 |
Quote data
| Open: |
2.390 |
| High: |
2.460 |
| Low: |
2.390 |
| Previous Close: |
2.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.07% |
| 1 Month |
|
|
-15.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.410 |
2.220 |
| 1M High / 1M Low: |
2.890 |
2.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
