BNP Paribas Call 750 AVS 20.12.2024
/ DE000PC83585
BNP Paribas Call 750 AVS 20.12.20.../ DE000PC83585 /
| 2024-05-24 9:20:37 PM |
Chg.+0.020 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.540
Bid Size: 5,556 |
0.620
Ask Size: 4,839 |
ASM INTL N.V. E... |
750.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC8358 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
-0.82 |
| Time value: |
0.62 |
| Break-even: |
812.00 |
| Moneyness: |
0.89 |
| Premium: |
0.22 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.08 |
| Spread %: |
14.81% |
| Delta: |
0.45 |
| Theta: |
-0.23 |
| Omega: |
4.86 |
| Rho: |
1.37 |
Quote data
| Open: |
0.510 |
| High: |
0.540 |
| Low: |
0.510 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.480 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| 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: |
|
- |
