BNP Paribas Put 4500 GIVN 20.06.2025
/ DE000PC6NQ65
BNP Paribas Put 4500 GIVN 20.06.2.../ DE000PC6NQ65 /
2024-05-21 4:21:09 PM |
Chg.-0.050 |
Bid5:19:36 PM |
Ask5:19:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.870EUR |
-0.84% |
- Bid Size: - |
- Ask Size: - |
GIVAUDAN N |
4,500.00 CHF |
2025-06-20 |
Put |
Master data
WKN: |
PC6NQ6 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GIVAUDAN N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4,500.00 CHF |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2025-06-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-6.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.03 |
Intrinsic value: |
3.92 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
3.92 |
Time value: |
2.03 |
Break-even: |
3,956.79 |
Moneyness: |
1.09 |
Premium: |
0.05 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.17% |
Delta: |
-0.51 |
Theta: |
-0.32 |
Omega: |
-3.58 |
Rho: |
-29.46 |
Quote data
Open: |
5.800 |
High: |
5.870 |
Low: |
5.720 |
Previous Close: |
5.920 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.11% |
1 Month |
|
|
-23.87% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.530 |
5.920 |
1M High / 1M Low: |
7.790 |
5.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.247 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.977 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |