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BNP Paribas Call 1200 PGHN 20.06..../  DE000PC1LYU1  /

Frankfurt Zert./BNP
06/02/2025  16:20:17 Chg.+0.260 Bid17:19:02 Ask17:19:02 Underlying Strike price Expiration date Option type
2.540EUR +11.40% -
Bid Size: -		 -
Ask Size: -		 PARTNERS GROUP N 1,200.00 CHF 20/06/2025 Call
 

Master data

WKN: PC1LYU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: PARTNERS GROUP N
Type: Warrant
Option type: Call
Strike price: 1,200.00 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: 6.24
Leverage: Yes

Calculated values

Fair value: 2.32
Intrinsic value: 2.07
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 2.07
Time value: 0.31
Break-even: 1,517.33
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.71%
Delta: 0.86
Theta: -0.28
Omega: 5.35
Rho: 3.80
 

Quote data

Open: 2.430
High: 2.540
Low: 2.390
Previous Close: 2.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.05%
1 Month  
+113.45%
3 Months  
+104.84%
YTD  
+133.03%
1 Year  
+71.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.280 2.120
1M High / 1M Low: 2.370 1.190
6M High / 6M Low: 2.370 0.680
High (YTD): 23/01/2025 2.370
Low (YTD): 03/01/2025 1.150
52W High: 23/01/2025 2.370
52W Low: 05/09/2024 0.680
Avg. price 1W:   2.204
Avg. volume 1W:   0.000
Avg. price 1M:   1.893
Avg. volume 1M:   0.000
Avg. price 6M:   1.418
Avg. volume 6M:   0.000
Avg. price 1Y:   1.501
Avg. volume 1Y:   0.000
Volatility 1M:   131.62%
Volatility 6M:   155.78%
Volatility 1Y:   133.64%
Volatility 3Y:   -