BNP Paribas Call 4000 GIVN 20.12.2024
/ DE000PC2YBV8
BNP Paribas Call 4000 GIVN 20.12..../ DE000PC2YBV8 /
| 2024-06-14 4:21:26 PM |
Chg.+0.040 |
Bid4:27:20 PM |
Ask4:27:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.110EUR |
+0.79% |
5.060
Bid Size: 4,000 |
5.070
Ask Size: 4,000 |
GIVAUDAN N |
4,000.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
PC2YBV |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 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: |
8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.05 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
3.10 |
| Time value: |
2.14 |
| Break-even: |
4,691.57 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.73 |
| Theta: |
-0.94 |
| Omega: |
6.25 |
| Rho: |
14.26 |
Quote data
| Open: |
5.080 |
| High: |
5.270 |
| Low: |
5.040 |
| Previous Close: |
5.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.20% |
| 1 Month |
|
|
+47.69% |
| 3 Months |
|
|
+76.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.370 |
5.000 |
| 1M High / 1M Low: |
5.370 |
3.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
