BNP Paribas Call 650 AVS 20.12.2024
/ DE000PC5CVQ5
BNP Paribas Call 650 AVS 20.12.20.../ DE000PC5CVQ5 /
| 2024-06-06 8:15:35 AM |
Chg.+0.230 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+27.71% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
650.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC5CVQ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
0.27 |
| Time value: |
0.86 |
| Break-even: |
763.00 |
| Moneyness: |
1.04 |
| Premium: |
0.13 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
7.62% |
| Delta: |
0.64 |
| Theta: |
-0.26 |
| Omega: |
3.81 |
| Rho: |
1.72 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.060 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.45% |
| 1 Month |
|
|
+65.63% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.810 |
| 1M High / 1M Low: |
0.950 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
