OverviewChartNewsTraderScreen

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

EUWAX
2024-05-13  8:44:39 AM Chg.+0.12 Bid2:49:19 PM Ask2:49:19 PM Underlying Strike price Expiration date Option type
3.32EUR +3.75% 3.28
Bid Size: 42,000		 3.30
Ask Size: 42,000		 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: 2.57
Leverage: Yes

Calculated values

Fair value: 3.28
Intrinsic value: 3.15
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 3.15
Time value: 0.22
Break-even: 886.00
Moneyness: 1.57
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.82%
Delta: 0.94
Theta: -0.13
Omega: 2.42
Rho: 2.89
 

Quote data

Open: 3.32
High: 3.32
Low: 3.32
Previous Close: 3.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.41%
1 Month
  -14.87%
3 Months  
+2.47%
YTD  
+87.57%
1 Year  
+149.62%
3 Years  
+253.19%
5 Years     -
10 Years     -
1W High / 1W Low: 3.20 3.12
1M High / 1M Low: 3.77 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:   3.17
Avg. volume 1W:   0.00
Avg. price 1M:   3.19
Avg. volume 1M:   0.00
Avg. price 6M:   2.63
Avg. volume 6M:   12.23
Avg. price 1Y:   1.98
Avg. volume 1Y:   58.76
Volatility 1M:   90.84%
Volatility 6M:   82.87%
Volatility 1Y:   88.19%
Volatility 3Y:   101.04%