BNP Paribas Call 450 ASME 20.12.2024
/ DE000PF9RT35
BNP Paribas Call 450 ASME 20.12.2.../ DE000PF9RT35 /
| 2024-04-24 10:11:56 AM |
Chg.+0.33 |
Bid4:34:07 PM |
Ask4:34:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
+8.62% |
4.04
Bid Size: 42,000 |
4.06
Ask Size: 42,000 |
ASML HOLDING EO -... |
450.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
PF9RT3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2021-05-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.84 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.29 |
| Parity: |
3.84 |
| Time value: |
0.24 |
| Break-even: |
858.00 |
| Moneyness: |
1.85 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
1.49% |
| Delta: |
0.94 |
| Theta: |
-0.14 |
| Omega: |
1.92 |
| Rho: |
2.48 |
Quote data
| Open: |
4.17 |
| High: |
4.17 |
| Low: |
4.16 |
| Previous Close: |
3.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.37% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
+61.24% |
| 1 Year |
|
|
+128.57% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.35 |
3.82 |
| 1M High / 1M Low: |
4.83 |
3.82 |
| 6M High / 6M Low: |
5.17 |
1.49 |
| High (YTD): |
2024-03-08 |
5.17 |
| Low (YTD): |
2024-01-05 |
2.14 |
| 52W High: |
2024-03-08 |
5.17 |
| 52W Low: |
2023-09-26 |
1.39 |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.23 |
| Avg. volume 6M: |
|
5.56 |
| Avg. price 1Y: |
|
2.63 |
| Avg. volume 1Y: |
|
2.91 |
| Volatility 1M: |
|
48.13% |
| Volatility 6M: |
|
64.67% |
| Volatility 1Y: |
|
67.94% |
| Volatility 3Y: |
|
- |
