BNP Paribas Call 1000 PGHN 20.06.2025
/ DE000PC1LYR7
BNP Paribas Call 1000 PGHN 20.06..../ DE000PC1LYR7 /
9/13/2024 4:21:25 PM |
Chg.+0.230 |
Bid5:19:31 PM |
Ask5:19:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.580EUR |
+9.79% |
- Bid Size: - |
- Ask Size: - |
PARTNERS GROUP N |
1,000.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
PC1LYR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
PARTNERS GROUP N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,000.00 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: |
5.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.38 |
Intrinsic value: |
1.80 |
Implied volatility: |
0.27 |
Historic volatility: |
0.26 |
Parity: |
1.80 |
Time value: |
0.61 |
Break-even: |
1,301.87 |
Moneyness: |
1.17 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.84% |
Delta: |
0.81 |
Theta: |
-0.21 |
Omega: |
4.19 |
Rho: |
5.89 |
Quote data
Open: |
2.530 |
High: |
2.580 |
Low: |
2.490 |
Previous Close: |
2.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+42.54% |
1 Month |
|
|
+21.70% |
3 Months |
|
|
+1.18% |
YTD |
|
|
-18.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.350 |
1.810 |
1M High / 1M Low: |
2.890 |
1.760 |
6M High / 6M Low: |
3.610 |
1.720 |
High (YTD): |
3/13/2024 |
3.610 |
Low (YTD): |
8/5/2024 |
1.720 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.940 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.687 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.68% |
Volatility 6M: |
|
99.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |