BNP Paribas Call 600 AVS 21.06.2024
/ DE000PC5CU89
BNP Paribas Call 600 AVS 21.06.20.../ DE000PC5CU89 /
| 2024-05-10 9:20:54 PM |
Chg.+0.060 |
Bid9:57:05 PM |
Ask9:57:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+17.14% |
0.400
Bid Size: 7,500 |
0.470
Ask Size: 6,383 |
ASM INTL N.V. E... |
600.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
PC5CU8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
0.22 |
| Time value: |
0.25 |
| Break-even: |
647.00 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.07 |
| Spread %: |
17.50% |
| Delta: |
0.64 |
| Theta: |
-0.43 |
| Omega: |
8.47 |
| Rho: |
0.39 |
Quote data
| Open: |
0.350 |
| High: |
0.420 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.24% |
| 1 Month |
|
|
+10.81% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.340 |
| 1M High / 1M Low: |
0.500 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
464.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
