BNP Paribas Call 500 AVS 21.06.20.../  DE000PC5CU63  /

Frankfurt Zert./BNP
2024-05-10  9:20:42 PM Chg.+0.100 Bid9:57:05 PM Ask9:57:05 PM Underlying Strike price Expiration date Option type
1.230EUR +8.85% 1.210
Bid Size: 4,000
1.290
Ask Size: 4,000
ASM INTL N.V. E... 500.00 EUR 2024-06-21 Call
 

Master data

WKN: PC5CU6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 2024-06-21
Issue date: 2024-02-20
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 4.82
Leverage: Yes

Calculated values

Fair value: 1.25
Intrinsic value: 1.22
Implied volatility: 0.53
Historic volatility: 0.38
Parity: 1.22
Time value: 0.07
Break-even: 629.00
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.08
Spread %: 6.61%
Delta: 0.91
Theta: -0.27
Omega: 4.38
Rho: 0.49
 

Quote data

Open: 1.140
High: 1.250
Low: 1.120
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.14%
1 Month  
+28.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 1.080
1M High / 1M Low: 1.250 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.977
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -