BNP Paribas Call 4000 GIVN 19.12.2025
/ DE000PC39LU2
BNP Paribas Call 4000 GIVN 19.12..../ DE000PC39LU2 /
2024-06-14 11:21:09 AM |
Chg.+0.040 |
Bid11:42:17 AM |
Ask11:42:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
7.050EUR |
+0.57% |
7.050 Bid Size: 2,500 |
7.060 Ask Size: 2,500 |
GIVAUDAN N |
4,000.00 CHF |
2025-12-19 |
Call |
Master data
WKN: |
PC39LU |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GIVAUDAN N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,000.00 CHF |
Maturity: |
2025-12-19 |
Issue date: |
2024-01-31 |
Last trading day: |
2025-12-18 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.65 |
Intrinsic value: |
3.10 |
Implied volatility: |
0.19 |
Historic volatility: |
0.22 |
Parity: |
3.10 |
Time value: |
4.06 |
Break-even: |
4,883.57 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.14% |
Delta: |
0.74 |
Theta: |
-0.57 |
Omega: |
4.66 |
Rho: |
39.67 |
Quote data
Open: |
7.020 |
High: |
7.130 |
Low: |
7.020 |
Previous Close: |
7.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.44% |
1 Month |
|
|
+30.56% |
3 Months |
|
|
+50.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.270 |
6.950 |
1M High / 1M Low: |
7.270 |
5.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.382 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |