BNP Paribas Call 4000 GIVN 20.06.2025
/ DE000PC2YBY2
BNP Paribas Call 4000 GIVN 20.06..../ DE000PC2YBY2 /
| 14/06/2024 16:21:14 |
Chg.+0.030 |
Bid17:19:48 |
Ask17:19:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.110EUR |
+0.49% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,000.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PC2YBY |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.47 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
3.10 |
| Time value: |
3.16 |
| Break-even: |
4,793.57 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.74 |
| Theta: |
-0.67 |
| Omega: |
5.27 |
| Rho: |
27.14 |
Quote data
| Open: |
6.100 |
| High: |
6.280 |
| Low: |
6.050 |
| Previous Close: |
6.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.66% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+46.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.360 |
6.080 |
| 1M High / 1M Low: |
6.360 |
4.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
