BNP Paribas Call 3500 GIVN 20.06.2025
/ DE000PC1L4C2
BNP Paribas Call 3500 GIVN 20.06..../ DE000PC1L4C2 /
| 1/24/2025 4:20:17 PM |
Chg.-1.010 |
Bid5:19:58 PM |
Ask5:19:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.080EUR |
-19.84% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,500.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
PC1L4C |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.08 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
3.03 |
| Time value: |
0.88 |
| Break-even: |
4,071.85 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.81 |
| Theta: |
-0.62 |
| Omega: |
8.26 |
| Rho: |
11.36 |
Quote data
| Open: |
4.960 |
| High: |
4.960 |
| Low: |
4.080 |
| Previous Close: |
5.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.88% |
| 1 Month |
|
|
-26.22% |
| 3 Months |
|
|
-48.81% |
| YTD |
|
|
-28.04% |
| 1 Year |
|
|
-13.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.570 |
4.080 |
| 1M High / 1M Low: |
5.710 |
4.080 |
| 6M High / 6M Low: |
12.890 |
4.080 |
| High (YTD): |
1/21/2025 |
5.570 |
| Low (YTD): |
1/24/2025 |
4.080 |
| 52W High: |
9/30/2024 |
12.890 |
| 52W Low: |
1/24/2025 |
4.080 |
| Avg. price 1W: |
|
5.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.842 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
7.688 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
127.03% |
| Volatility 6M: |
|
95.01% |
| Volatility 1Y: |
|
85.62% |
| Volatility 3Y: |
|
- |