BNP Paribas Call 750 AVS 20.09.2024
/ DE000PC83569
BNP Paribas Call 750 AVS 20.09.20.../ DE000PC83569 /
| 2024-06-07 2:21:31 PM |
Chg.+0.050 |
Bid2:24:03 PM |
Ask2:24:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+15.63% |
0.360
Bid Size: 20,000 |
0.370
Ask Size: 20,000 |
ASM INTL N.V. E... |
750.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC8356 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.37 |
| Parity: |
-0.75 |
| Time value: |
0.40 |
| Break-even: |
790.00 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.08 |
| Spread %: |
25.00% |
| Delta: |
0.39 |
| Theta: |
-0.32 |
| Omega: |
6.65 |
| Rho: |
0.65 |
Quote data
| Open: |
0.320 |
| High: |
0.370 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.87% |
| 1 Month |
|
|
+68.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.230 |
| 1M High / 1M Low: |
0.350 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
