BNP Paribas Call 3000 GIVN 20.06.2025
/ DE000PC1L4B4
BNP Paribas Call 3000 GIVN 20.06..../ DE000PC1L4B4 /
| 2024-05-21 4:21:09 PM |
Chg.-0.020 |
Bid5:19:55 PM |
Ask5:19:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.740EUR |
-0.16% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,000.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
PC1L4B |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,000.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.68 |
| Intrinsic value: |
11.25 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.22 |
| Parity: |
11.25 |
| Time value: |
1.49 |
| Break-even: |
4,308.53 |
| Moneyness: |
1.37 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.16% |
| Delta: |
0.94 |
| Theta: |
-0.42 |
| Omega: |
3.08 |
| Rho: |
28.72 |
Quote data
| Open: |
12.880 |
| High: |
12.990 |
| Low: |
12.740 |
| Previous Close: |
12.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.17% |
| 1 Month |
|
|
+17.42% |
| 3 Months |
|
|
+46.61% |
| YTD |
|
|
+80.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.760 |
12.000 |
| 1M High / 1M Low: |
12.760 |
10.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
12.760 |
| Low (YTD): |
2024-01-24 |
5.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.345 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
