BNP Paribas Call 3500 GIVN 20.06.2025
/ DE000PC1L4C2
BNP Paribas Call 3500 GIVN 20.06..../ DE000PC1L4C2 /
| 14/06/2024 09:22:06 |
Chg.-0.15 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.98EUR |
-1.48% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,500.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC1L4C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
11/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.99 |
| Intrinsic value: |
8.04 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
8.04 |
| Time value: |
1.83 |
| Break-even: |
4,659.95 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.20% |
| Delta: |
0.89 |
| Theta: |
-0.53 |
| Omega: |
4.05 |
| Rho: |
30.54 |
Quote data
| Open: |
9.98 |
| High: |
9.98 |
| Low: |
9.98 |
| Previous Close: |
10.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+29.61% |
| 3 Months |
|
|
+48.51% |
| YTD |
|
|
+154.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.39 |
9.98 |
| 1M High / 1M Low: |
10.39 |
7.70 |
| 6M High / 6M Low: |
10.39 |
2.88 |
| High (YTD): |
11/06/2024 |
10.39 |
| Low (YTD): |
24/01/2024 |
2.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.38% |
| Volatility 6M: |
|
92.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
