BNP Paribas Call 750 AVS 20.12.20.../  DE000PC83585  /

EUWAX
2024-05-24  8:07:53 AM Chg.-0.020 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.510EUR -3.77% -
Bid Size: -
-
Ask Size: -
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: 0.510
Low: 0.510
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.60%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.440
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.488
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:   -