BNP Paribas Call 700 AVS 21.06.20.../  DE000PC8HBT4  /

EUWAX
2024-05-10  8:40:22 AM Chg.-0.005 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
0.062EUR -7.46% -
Bid Size: -
-
Ask Size: -
ASM INTL N.V. E... 700.00 EUR 2024-06-21 Call
 

Master data

WKN: PC8HBT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 2024-06-21
Issue date: 2024-04-17
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 44.41
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.38
Parity: -0.78
Time value: 0.14
Break-even: 714.00
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 2.42
Spread abs.: 0.07
Spread %: 91.78%
Delta: 0.26
Theta: -0.40
Omega: 11.44
Rho: 0.16
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.067
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.062
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -