BNP Paribas Call 550 AVS 21.06.2024
/ DE000PC5CU71
BNP Paribas Call 550 AVS 21.06.20.../ DE000PC5CU71 /
| 2024-05-23 4:21:11 PM |
Chg.+0.190 |
Bid4:40:39 PM |
Ask4:40:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+17.59% |
1.260
Bid Size: 20,000 |
1.280
Ask Size: 20,000 |
ASM INTL N.V. E... |
550.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC5CU7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.38 |
| Parity: |
1.08 |
| Time value: |
0.10 |
| Break-even: |
668.00 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.09 |
| Spread %: |
8.26% |
| Delta: |
0.87 |
| Theta: |
-0.47 |
| Omega: |
4.85 |
| Rho: |
0.36 |
Quote data
| Open: |
1.210 |
| High: |
1.280 |
| Low: |
1.150 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.93% |
| 1 Month |
|
|
+182.22% |
| 3 Months |
|
|
+118.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.970 |
| 1M High / 1M Low: |
1.110 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
