BNP Paribas Call 4000 GIVN 19.12.2025
/ DE000PC39LU2
BNP Paribas Call 4000 GIVN 19.12..../ DE000PC39LU2 /
| 2024-04-30 4:21:11 PM |
Chg.-0.050 |
Bid5:19:47 PM |
Ask5:19:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.790EUR |
-1.03% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,000.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
PC39LU |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.23 |
| Parity: |
-0.76 |
| Time value: |
4.80 |
| Break-even: |
4,578.04 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.42% |
| Delta: |
0.62 |
| Theta: |
-0.53 |
| Omega: |
5.19 |
| Rho: |
32.93 |
Quote data
| Open: |
4.810 |
| High: |
4.890 |
| Low: |
4.730 |
| Previous Close: |
4.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.45% |
| 1 Month |
|
|
-9.62% |
| 3 Months |
|
|
+57.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.120 |
4.620 |
| 1M High / 1M Low: |
5.600 |
4.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
