BNP Paribas Call 4000 GIVN 20.06.2025
/ DE000PC2YBY2
BNP Paribas Call 4000 GIVN 20.06..../ DE000PC2YBY2 /
17/06/2024 10:14:38 |
Chg.+0.04 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
6.27EUR |
+0.64% |
- 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: |
7.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.28 |
Intrinsic value: |
2.86 |
Implied volatility: |
0.20 |
Historic volatility: |
0.22 |
Parity: |
2.86 |
Time value: |
3.15 |
Break-even: |
4,798.66 |
Moneyness: |
1.07 |
Premium: |
0.07 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.17% |
Delta: |
0.73 |
Theta: |
-0.67 |
Omega: |
5.44 |
Rho: |
26.92 |
Quote data
Open: |
6.21 |
High: |
6.27 |
Low: |
6.21 |
Previous Close: |
6.23 |
Turnover: |
527.85 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.64% |
1 Month |
|
|
+34.84% |
3 Months |
|
|
+68.10% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.44 |
6.20 |
1M High / 1M Low: |
6.44 |
4.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |