BNP Paribas Call 2500 GIVN 20.12.2024
/ DE000PN7C5M0
BNP Paribas Call 2500 GIVN 20.12..../ DE000PN7C5M0 /
| 2024-06-14 4:21:15 PM |
Chg.+0.150 |
Bid5:19:15 PM |
Ask5:19:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.320EUR |
+0.78% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
2,500.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PN7C5M |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
19.22 |
| Intrinsic value: |
18.73 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
18.73 |
| Time value: |
0.66 |
| Break-even: |
4,543.73 |
| Moneyness: |
1.72 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.10% |
| Delta: |
0.97 |
| Theta: |
-0.48 |
| Omega: |
2.24 |
| Rho: |
12.50 |
Quote data
| Open: |
19.230 |
| High: |
19.500 |
| Low: |
19.150 |
| Previous Close: |
19.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.95% |
| 1 Month |
|
|
+17.59% |
| 3 Months |
|
|
+26.44% |
| YTD |
|
|
+77.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
19.540 |
18.950 |
| 1M High / 1M Low: |
19.540 |
16.430 |
| 6M High / 6M Low: |
19.540 |
9.060 |
| High (YTD): |
2024-06-12 |
19.540 |
| Low (YTD): |
2024-01-24 |
9.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
19.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
18.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
14.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
24.07% |
| Volatility 6M: |
|
58.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
