BNP Paribas Call 600 AVS 20.09.2024
/ DE000PC5CVE1
BNP Paribas Call 600 AVS 20.09.20.../ DE000PC5CVE1 /
| 2024-05-24 9:20:37 PM |
Chg.+0.020 |
Bid9:44:13 PM |
Ask9:44:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+2.00% |
1.010
Bid Size: 4,000 |
1.090
Ask Size: 4,000 |
ASM INTL N.V. E... |
600.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC5CVE |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
0.68 |
| Time value: |
0.41 |
| Break-even: |
709.00 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.08 |
| Spread %: |
7.92% |
| Delta: |
0.72 |
| Theta: |
-0.28 |
| Omega: |
4.44 |
| Rho: |
1.21 |
Quote data
| Open: |
0.970 |
| High: |
1.020 |
| Low: |
0.950 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
+32.47% |
| 3 Months |
|
|
+61.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.920 |
| 1M High / 1M Low: |
1.020 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
