BNP Paribas Call 550 ASME 20.12.2024
/ DE000PF9RT50
BNP Paribas Call 550 ASME 20.12.2.../ DE000PF9RT50 /
| 2024-04-23 8:41:53 AM |
Chg.+0.01 |
Bid3:18:16 PM |
Ask3:18:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
+0.34% |
2.96
Bid Size: 45,000 |
2.98
Ask Size: 45,000 |
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: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.29 |
| Parity: |
2.63 |
| Time value: |
0.32 |
| Break-even: |
845.00 |
| Moneyness: |
1.48 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.08% |
| Delta: |
0.90 |
| Theta: |
-0.16 |
| Omega: |
2.48 |
| Rho: |
2.87 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
2.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.16% |
| 1 Month |
|
|
-22.07% |
| 3 Months |
|
|
+50.26% |
| YTD |
|
|
+65.54% |
| 1 Year |
|
|
+142.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.67 |
2.92 |
| 1M High / 1M Low: |
3.90 |
2.92 |
| 6M High / 6M Low: |
4.25 |
0.87 |
| 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: |
|
3.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.39 |
| Avg. volume 6M: |
|
97.93 |
| Avg. price 1Y: |
|
1.88 |
| Avg. volume 1Y: |
|
61.74 |
| Volatility 1M: |
|
59.82% |
| Volatility 6M: |
|
84.11% |
| Volatility 1Y: |
|
87.57% |
| Volatility 3Y: |
|
- |
