BNP Paribas Call 4000 GIVN 20.06.2025
/ DE000PC2YBY2
BNP Paribas Call 4000 GIVN 20.06..../ DE000PC2YBY2 /
| 2024-05-21 4:21:08 PM |
Chg.-0.030 |
Bid5:19:36 PM |
Ask5:19:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.030EUR |
-0.59% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,000.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.22 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
1.14 |
| Time value: |
3.89 |
| Break-even: |
4,549.03 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
0.66 |
| Theta: |
-0.65 |
| Omega: |
5.50 |
| Rho: |
24.49 |
Quote data
| Open: |
5.120 |
| High: |
5.190 |
| Low: |
5.030 |
| Previous Close: |
5.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.53% |
| 1 Month |
|
|
+29.97% |
| 3 Months |
|
|
+94.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.060 |
4.510 |
| 1M High / 1M Low: |
5.060 |
3.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.279 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
