BNP Paribas Call 4500 GIVN 19.12..../  DE000PC6NQ32  /

EUWAX
2024-06-14  10:17:00 AM Chg.0.00 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
4.42EUR 0.00% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,500.00 CHF 2025-12-19 Call
 

Master data

WKN: PC6NQ3
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,500.00 CHF
Maturity: 2025-12-19
Issue date: 2024-03-14
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 10.04
Leverage: Yes

Calculated values

Fair value: 4.97
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.22
Parity: -2.11
Time value: 4.46
Break-even: 5,134.52
Moneyness: 0.96
Premium: 0.15
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.22%
Delta: 0.56
Theta: -0.59
Omega: 5.65
Rho: 31.42
 

Quote data

Open: 4.42
High: 4.42
Low: 4.42
Previous Close: 4.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month  
+44.92%
3 Months  
+64.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.60 4.42
1M High / 1M Low: 4.60 3.05
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.50
Avg. volume 1W:   0.00
Avg. price 1M:   3.95
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -