BNP Paribas Call 500 AVS 21.06.2024
/ DE000PC5CU63
BNP Paribas Call 500 AVS 21.06.20.../ DE000PC5CU63 /
| 2024-05-13 2:21:11 PM |
Chg.-0.020 |
Bid2024-05-13 |
Ask2024-05-13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-1.63% |
1.210
Bid Size: 20,000 |
1.230
Ask Size: 20,000 |
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: |
0.55 |
| 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: |
-0.28 |
| Omega: |
4.38 |
| Rho: |
0.47 |
Quote data
| Open: |
1.210 |
| High: |
1.240 |
| Low: |
1.210 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.04% |
| 1 Month |
|
|
+26.04% |
| 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: |
|
320.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
