BNP Paribas Call 500 AVS 20.09.2024
/ DE000PC5CVA9
BNP Paribas Call 500 AVS 20.09.20.../ DE000PC5CVA9 /
| 2024-05-28 3:21:24 PM |
Chg.+0.050 |
Bid4:07:55 PM |
Ask4:07:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
+2.81% |
1.800
Bid Size: 20,000 |
1.820
Ask Size: 20,000 |
ASM INTL N.V. E... |
500.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC5CVA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.62 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.36 |
| Parity: |
1.62 |
| Time value: |
0.24 |
| Break-even: |
686.00 |
| Moneyness: |
1.32 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
5.08% |
| Delta: |
0.86 |
| Theta: |
-0.25 |
| Omega: |
3.06 |
| Rho: |
1.21 |
Quote data
| Open: |
1.760 |
| High: |
1.840 |
| Low: |
1.760 |
| Previous Close: |
1.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.78% |
| 1 Month |
|
|
+27.97% |
| 3 Months |
|
|
+72.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.700 |
| 1M High / 1M Low: |
1.820 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
