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

2025-02-28  10:19:59 AM Chg.-0.09 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
1.94EUR -4.43% -
Bid Size: -		 -
Ask Size: -		 PARTNERS GROUP N 1,200.00 CHF 2025-12-19 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: 2025-12-19
Issue date: 2024-01-31
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.77
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 1.34
Implied volatility: 0.23
Historic volatility: 0.26
Parity: 1.34
Time value: 0.75
Break-even: 1,489.90
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.97%
Delta: 0.75
Theta: -0.22
Omega: 5.08
Rho: 6.85
 

Quote data

Open: 1.93
High: 1.94
Low: 1.93
Previous Close: 2.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.32%
1 Month
  -22.71%
3 Months  
+7.18%
YTD  
+41.61%
1 Year
  -14.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.50 1.94
1M High / 1M Low: 2.82 1.94
6M High / 6M Low: 2.82 0.93
High (YTD): 2025-02-14 2.82
Low (YTD): 2025-01-03 1.40
52W High: 2025-02-14 2.82
52W Low: 2024-08-05 0.89
Avg. price 1W:   2.13
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   1.86
Avg. volume 6M:   0.00
Avg. price 1Y:   1.82
Avg. volume 1Y:   .81
Volatility 1M:   86.14%
Volatility 6M:   125.36%
Volatility 1Y:   111.24%
Volatility 3Y:   -