OverviewChartNewsTraderScreen

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

EUWAX
31/01/2025  09:21:30 Chg.+0.03 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
2.16EUR +1.41% -
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: 6.35
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 1.97
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 1.97
Time value: 0.34
Break-even: 1,501.86
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.76%
Delta: 0.85
Theta: -0.28
Omega: 5.38
Rho: 3.86
 

Quote data

Open: 2.16
High: 2.16
Low: 2.16
Previous Close: 2.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.86%
1 Month  
+100.00%
3 Months  
+101.87%
YTD  
+100.00%
1 Year  
+43.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.16 1.97
1M High / 1M Low: 2.37 1.09
6M High / 6M Low: 2.37 0.63
High (YTD): 24/01/2025 2.37
Low (YTD): 03/01/2025 1.09
52W High: 24/01/2025 2.37
52W Low: 04/09/2024 0.63
Avg. price 1W:   2.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   1.38
Avg. volume 6M:   0.00
Avg. price 1Y:   1.49
Avg. volume 1Y:   0.00
Volatility 1M:   216.73%
Volatility 6M:   161.40%
Volatility 1Y:   130.81%
Volatility 3Y:   -