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BNP Paribas Call 1200 PGHN 19.12..../  DE000PC39ZK3  /

Frankfurt Zert./BNP
31/01/2025  14:20:14 Chg.+0.090 Bid15:52:43 Ask15:52:43 Underlying Strike price Expiration date Option type
2.550EUR +3.66% -
Bid Size: -		 -
Ask Size: -		 PARTNERS GROUP N 1,200.00 CHF 19/12/2025 Call
 

Master data

WKN: PC39ZK
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PARTNERS GROUP N
Type: Warrant
Option type: Call
Strike price: 1,200.00 CHF
Maturity: 19/12/2025
Issue date: 31/01/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.67
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 1.97
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 1.97
Time value: 0.62
Break-even: 1,529.86
Moneyness: 1.16
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.78%
Delta: 0.82
Theta: -0.19
Omega: 4.66
Rho: 8.34
 

Quote data

Open: 2.460
High: 2.590
Low: 2.460
Previous Close: 2.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.39%
1 Month  
+82.14%
3 Months  
+84.78%
YTD  
+82.14%
1 Year  
+43.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.550 2.270
1M High / 1M Low: 2.610 1.460
6M High / 6M Low: 2.610 0.950
High (YTD): 23/01/2025 2.610
Low (YTD): 03/01/2025 1.460
52W High: 23/01/2025 2.610
52W Low: 05/09/2024 0.950
Avg. price 1W:   2.390
Avg. volume 1W:   0.000
Avg. price 1M:   2.097
Avg. volume 1M:   0.000
Avg. price 6M:   1.679
Avg. volume 6M:   0.000
Avg. price 1Y:   1.787
Avg. volume 1Y:   0.000
Volatility 1M:   105.11%
Volatility 6M:   122.86%
Volatility 1Y:   106.00%
Volatility 3Y:   -