BNP Paribas Call 550 AVS 20.09.2024
/ DE000PC5CVB7
BNP Paribas Call 550 AVS 20.09.20.../ DE000PC5CVB7 /
2024-05-31 9:20:51 PM |
Chg.-0.090 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
-7.14% |
1.200 Bid Size: 4,000 |
1.280 Ask Size: 4,000 |
ASM INTL N.V. E... |
550.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
PC5CVB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
1.01 |
Implied volatility: |
0.52 |
Historic volatility: |
0.36 |
Parity: |
1.01 |
Time value: |
0.34 |
Break-even: |
685.00 |
Moneyness: |
1.18 |
Premium: |
0.05 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.09 |
Spread %: |
7.14% |
Delta: |
0.78 |
Theta: |
-0.29 |
Omega: |
3.76 |
Rho: |
1.14 |
Quote data
Open: |
1.260 |
High: |
1.260 |
Low: |
1.160 |
Previous Close: |
1.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.83% |
1 Month |
|
|
+37.65% |
3 Months |
|
|
+58.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
1.260 |
1M High / 1M Low: |
1.390 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.338 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |