BNP Paribas Call 4000 GIVN 21.06.2024
/ DE000PC6NQZ1
BNP Paribas Call 4000 GIVN 21.06..../ DE000PC6NQZ1 /
| 2024-05-03 10:06:31 AM |
Chg.-0.04 |
Bid1:52:08 PM |
Ask1:52:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-3.39% |
1.25
Bid Size: 3,000 |
1.26
Ask Size: 3,000 |
GIVAUDAN N |
4,000.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
PC6NQZ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,000.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-0.56 |
| Time value: |
1.12 |
| Break-even: |
4,207.34 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.47 |
| Theta: |
-1.50 |
| Omega: |
17.04 |
| Rho: |
2.41 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
-27.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.04 |
| 1M High / 1M Low: |
1.73 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
