BNP Paribas Call 4000 GIVN 19.12..../  DE000PC39LU2  /

EUWAX
2024-12-23  9:45:32 AM Chg.+0.04 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
3.02EUR +1.34% -
Bid Size: -
-
Ask Size: -
GIVAUDAN N 4,000.00 CHF 2025-12-19 Call
 

Master data

WKN: PC39LU
Issuer: BNP PARIBAS
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 4,000.00 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: 13.31
Leverage: Yes

Calculated values

Fair value: 3.82
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.21
Parity: -0.59
Time value: 3.17
Break-even: 4,594.59
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.32%
Delta: 0.57
Theta: -0.56
Omega: 7.53
Rho: 20.43
 

Quote data

Open: 3.02
High: 3.02
Low: 3.02
Previous Close: 2.98
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.26%
1 Month
  -8.76%
3 Months
  -61.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.82 2.98
1M High / 1M Low: 3.92 2.77
6M High / 6M Low: 8.95 2.53
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.30
Avg. volume 1W:   0.00
Avg. price 1M:   3.19
Avg. volume 1M:   0.00
Avg. price 6M:   5.54
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.97%
Volatility 6M:   105.43%
Volatility 1Y:   -
Volatility 3Y:   -