BNP Paribas Call 1000 PGHN 20.06..../  DE000PC1LYR7  /

EUWAX
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:   -