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BNP Paribas Call 550 ASME 20.12.2.../  DE000PF9RT50  /

EUWAX
2024-05-28  8:41:08 AM Chg.-0.02 Bid10:10:52 AM Ask10:10:52 AM Underlying Strike price Expiration date Option type
3.48EUR -0.57% 3.60
Bid Size: 40,000		 3.62
Ask Size: 40,000		 ASML HOLDING EO -... 550.00 - 2024-12-20 Call
 

Master data

WKN: PF9RT5
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 550.00 -
Maturity: 2024-12-20
Issue date: 2021-05-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 2.49
Leverage: Yes

Calculated values

Fair value: 3.45
Intrinsic value: 3.33
Implied volatility: 0.48
Historic volatility: 0.29
Parity: 3.33
Time value: 0.21
Break-even: 904.00
Moneyness: 1.60
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.72%
Delta: 0.94
Theta: -0.14
Omega: 2.34
Rho: 2.68
 

Quote data

Open: 3.48
High: 3.48
Low: 3.48
Previous Close: 3.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month  
+10.83%
3 Months  
+2.65%
YTD  
+96.61%
1 Year  
+73.13%
3 Years  
+185.25%
5 Years     -
10 Years     -
1W High / 1W Low: 3.50 3.18
1M High / 1M Low: 3.50 2.86
6M High / 6M Low: 4.25 1.22
High (YTD): 2024-03-08 4.25
Low (YTD): 2024-01-05 1.38
52W High: 2024-03-08 4.25
52W Low: 2023-09-26 0.80
Avg. price 1W:   3.32
Avg. volume 1W:   0.00
Avg. price 1M:   3.20
Avg. volume 1M:   0.00
Avg. price 6M:   2.80
Avg. volume 6M:   12.23
Avg. price 1Y:   2.05
Avg. volume 1Y:   55.31
Volatility 1M:   66.81%
Volatility 6M:   82.13%
Volatility 1Y:   83.43%
Volatility 3Y:   100.79%