BNP Paribas Call 550 AVS 20.12.2024
/ DE000PC5CVM4
BNP Paribas Call 550 AVS 20.12.20.../ DE000PC5CVM4 /
| 2024-06-05 9:20:39 PM |
Chg.+0.310 |
Bid9:52:03 PM |
Ask9:52:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.720EUR |
+21.99% |
1.710
Bid Size: 4,000 |
1.800
Ask Size: 4,000 |
ASM INTL N.V. E... |
550.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC5CVM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.36 |
| Parity: |
0.97 |
| Time value: |
0.52 |
| Break-even: |
699.00 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
5.67% |
| Delta: |
0.75 |
| Theta: |
-0.22 |
| Omega: |
3.27 |
| Rho: |
1.84 |
Quote data
| Open: |
1.430 |
| High: |
1.720 |
| Low: |
1.420 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.01% |
| 1 Month |
|
|
+54.96% |
| 3 Months |
|
|
+72.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.390 |
| 1M High / 1M Low: |
1.720 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.478 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
