BNP Paribas Call 1000 PGHN 20.06.2025
/ DE000PC1LYR7
BNP Paribas Call 1000 PGHN 20.06..../ DE000PC1LYR7 /
| 9/13/2024 9:20:10 AM |
Chg.+0.37 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
+17.13% |
-
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: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.40% |
| 1 Month |
|
|
+18.22% |
| 3 Months |
|
|
-3.44% |
| YTD |
|
|
-19.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.74 |
| 1M High / 1M Low: |
2.87 |
1.67 |
| 6M High / 6M Low: |
3.60 |
1.67 |
| High (YTD): |
3/22/2024 |
3.60 |
| Low (YTD): |
9/4/2024 |
1.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.20% |
| Volatility 6M: |
|
89.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
