BNP Paribas Put 4000 GIVN 20.06.2025
/ DE000PC2YB14
BNP Paribas Put 4000 GIVN 20.06.2.../ DE000PC2YB14 /
| 15/11/2024 16:21:04 |
Chg.+0.300 |
Bid17:18:57 |
Ask17:18:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.280EUR |
+7.54% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
4,000.00 CHF |
20/06/2025 |
Put |
Master data
| WKN: |
PC2YB1 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,000.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
04/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
2.49 |
| Time value: |
1.88 |
| Break-even: |
3,837.80 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
-0.54 |
| Theta: |
-0.56 |
| Omega: |
-4.95 |
| Rho: |
-15.38 |
Quote data
| Open: |
4.310 |
| High: |
4.370 |
| Low: |
4.210 |
| Previous Close: |
3.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.64% |
| 1 Month |
|
|
+167.50% |
| 3 Months |
|
|
+56.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.280 |
3.300 |
| 1M High / 1M Low: |
4.280 |
1.600 |
| 6M High / 6M Low: |
4.280 |
1.270 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.753 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.447 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.66% |
| Volatility 6M: |
|
117.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
