BNP Paribas Call 800 AVS 20.12.2024
/ DE000PC83577
BNP Paribas Call 800 AVS 20.12.20.../ DE000PC83577 /
| 2024-06-06 8:07:45 AM |
Chg.+0.110 |
Bid7:07:46 PM |
Ask7:07:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+32.35% |
0.420
Bid Size: 7,143 |
0.500
Ask Size: 6,000 |
ASM INTL N.V. E... |
800.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC8357 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
-1.23 |
| Time value: |
0.53 |
| Break-even: |
853.00 |
| Moneyness: |
0.85 |
| Premium: |
0.26 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.08 |
| Spread %: |
17.78% |
| Delta: |
0.39 |
| Theta: |
-0.24 |
| Omega: |
5.03 |
| Rho: |
1.15 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.62% |
| 1 Month |
|
|
+73.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.330 |
| 1M High / 1M Low: |
0.400 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
