BNP Paribas Call 3200 GIVN 20.12.2024
/ DE000PC2YBX4
BNP Paribas Call 3200 GIVN 20.12..../ DE000PC2YBX4 /
| 2024-06-14 4:21:08 PM |
Chg.+0.070 |
Bid5:19:48 PM |
Ask5:19:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.240EUR |
+0.58% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,200.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YBX |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,200.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.11 |
| Intrinsic value: |
11.44 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
11.44 |
| Time value: |
0.94 |
| Break-even: |
4,572.06 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.16% |
| Delta: |
0.93 |
| Theta: |
-0.64 |
| Omega: |
3.38 |
| Rho: |
15.24 |
Quote data
| Open: |
12.190 |
| High: |
12.430 |
| Low: |
12.110 |
| Previous Close: |
12.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.00% |
| 1 Month |
|
|
+26.06% |
| 3 Months |
|
|
+43.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.530 |
12.000 |
| 1M High / 1M Low: |
12.530 |
9.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
