BNP Paribas Put 4000 GIVN 19.12.2025
/ DE000PC39LX6
BNP Paribas Put 4000 GIVN 19.12.2.../ DE000PC39LX6 /
2024-12-23 9:45:32 AM |
Chg.-0.17 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.20EUR |
-3.89% |
- Bid Size: - |
- Ask Size: - |
GIVAUDAN N |
4,000.00 CHF |
2025-12-19 |
Put |
Master data
WKN: |
PC39LX |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
GIVAUDAN N |
Type: |
Warrant |
Option type: |
Put |
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: |
-10.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.24 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.26 |
Historic volatility: |
0.21 |
Parity: |
0.59 |
Time value: |
3.44 |
Break-even: |
3,874.59 |
Moneyness: |
1.01 |
Premium: |
0.08 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.25% |
Delta: |
-0.43 |
Theta: |
-0.43 |
Omega: |
-4.47 |
Rho: |
-21.76 |
Quote data
Open: |
4.20 |
High: |
4.20 |
Low: |
4.20 |
Previous Close: |
4.37 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
-2.10% |
3 Months |
|
|
+70.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.37 |
3.63 |
1M High / 1M Low: |
4.70 |
3.52 |
6M High / 6M Low: |
5.26 |
2.14 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.06 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.72% |
Volatility 6M: |
|
99.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |