BNP Paribas Call 4000 GIVN 20.06.2025
/ DE000PC2YBY2
BNP Paribas Call 4000 GIVN 20.06..../ DE000PC2YBY2 /
| 09/01/2025 09:49:12 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,000.00 CHF |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-1.39 |
| Time value: |
1.56 |
| Break-even: |
4,410.19 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.45 |
| Theta: |
-0.73 |
| Omega: |
11.97 |
| Rho: |
7.60 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.05% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
-72.19% |
| YTD |
|
|
-21.13% |
| 1 Year |
|
|
+1.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.61 |
| 1M High / 1M Low: |
2.79 |
1.61 |
| 6M High / 6M Low: |
8.08 |
1.56 |
| High (YTD): |
03/01/2025 |
2.05 |
| Low (YTD): |
08/01/2025 |
1.61 |
| 52W High: |
30/09/2024 |
8.08 |
| 52W Low: |
24/01/2024 |
1.30 |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.16 |
| Avg. volume 1Y: |
|
.34 |
| Volatility 1M: |
|
150.50% |
| Volatility 6M: |
|
131.35% |
| Volatility 1Y: |
|
124.44% |
| Volatility 3Y: |
|
- |