BNP Paribas Call 550 AVS 21.03.2025
/ DE000PC9R3S6
BNP Paribas Call 550 AVS 21.03.20.../ DE000PC9R3S6 /
| 2024-05-31 9:20:51 PM |
Chg.-0.080 |
Bid9:55:25 PM |
Ask9:55:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
-4.91% |
1.570
Bid Size: 4,000 |
1.640
Ask Size: 4,000 |
ASM INTL N.V. E... |
550.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
PC9R3S |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.36 |
| Parity: |
0.90 |
| Time value: |
0.74 |
| Break-even: |
714.00 |
| Moneyness: |
1.16 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
4.46% |
| Delta: |
0.74 |
| Theta: |
-0.19 |
| Omega: |
2.88 |
| Rho: |
2.47 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.530 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.92% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.550 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
