BNP Paribas Call 500 AVS 20.09.2024
/ DE000PC5CVA9
BNP Paribas Call 500 AVS 20.09.20.../ DE000PC5CVA9 /
| 2024-05-31 8:16:17 AM |
Chg.-0.02 |
Bid9:08:27 AM |
Ask9:08:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
-1.18% |
1.65
Bid Size: 20,000 |
1.67
Ask Size: 20,000 |
ASM INTL N.V. E... |
500.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC5CVA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.36 |
| Parity: |
1.51 |
| Time value: |
0.25 |
| Break-even: |
676.00 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
5.39% |
| Delta: |
0.85 |
| Theta: |
-0.26 |
| Omega: |
3.13 |
| Rho: |
1.15 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
+32.28% |
| 3 Months |
|
|
+58.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.70 |
| 1M High / 1M Low: |
1.83 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
