BNP Paribas Call 1000 PGHN 20.06.2025
/ DE000PC1LYR7
BNP Paribas Call 1000 PGHN 20.06..../ DE000PC1LYR7 /
28/02/2025 10:06:19 |
Chg.-0.19 |
Bid12:15:57 |
Ask12:15:57 |
Underlying |
Strike price |
Expiration date |
Option type |
3.39EUR |
-5.31% |
3.37 Bid Size: 15,000 |
3.41 Ask Size: 15,000 |
PARTNERS GROUP N |
1,000.00 CHF |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
11/12/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.48 |
Intrinsic value: |
3.39 |
Implied volatility: |
0.42 |
Historic volatility: |
0.24 |
Parity: |
3.39 |
Time value: |
0.23 |
Break-even: |
1,430.95 |
Moneyness: |
1.32 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
1.12% |
Delta: |
0.91 |
Theta: |
-0.30 |
Omega: |
3.54 |
Rho: |
2.82 |
Quote data
Open: |
3.39 |
High: |
3.39 |
Low: |
3.39 |
Previous Close: |
3.58 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.12% |
1 Month |
|
|
-12.40% |
3 Months |
|
|
+10.06% |
YTD |
|
|
+27.44% |
1 Year |
|
|
+2.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.14 |
3.58 |
1M High / 1M Low: |
4.56 |
3.58 |
6M High / 6M Low: |
4.56 |
1.67 |
High (YTD): |
17/02/2025 |
4.56 |
Low (YTD): |
03/01/2025 |
2.69 |
52W High: |
17/02/2025 |
4.56 |
52W Low: |
04/09/2024 |
1.67 |
Avg. price 1W: |
|
3.84 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.99 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
64.33% |
Volatility 6M: |
|
101.06% |
Volatility 1Y: |
|
89.42% |
Volatility 3Y: |
|
- |