BNP Paribas Call 3800 GIVN 20.06.2025
/ DE000PG3QNQ3
BNP Paribas Call 3800 GIVN 20.06..../ DE000PG3QNQ3 /
| 23/01/2025 16:20:13 |
Chg.-0.290 |
Bid17:19:51 |
Ask17:19:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-9.12% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,800.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
PG3QNQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
1.46 |
| Time value: |
1.66 |
| Break-even: |
4,338.18 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.67 |
| Theta: |
-0.82 |
| Omega: |
8.95 |
| Rho: |
10.06 |
Quote data
| Open: |
3.040 |
| High: |
3.060 |
| Low: |
2.790 |
| Previous Close: |
3.180 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-9.40% |
| 3 Months |
|
|
-48.94% |
| YTD |
|
|
-12.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.230 |
2.890 |
| 1M High / 1M Low: |
3.320 |
2.470 |
| 6M High / 6M Low: |
10.010 |
2.430 |
| High (YTD): |
21/01/2025 |
3.230 |
| Low (YTD): |
06/01/2025 |
2.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.892 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.97% |
| Volatility 6M: |
|
118.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |