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BNP Paribas Call 600 ASME 20.12.2.../  DE000PF9RT68  /

Frankfurt Zert./BNP
2024-04-25  9:20:28 PM Chg.+0.030 Bid9:58:51 PM Ask9:58:51 PM Underlying Strike price Expiration date Option type
2.660EUR +1.14% 2.640
Bid Size: 9,100		 2.740
Ask Size: 9,100		 ASML HOLDING EO -... 600.00 - 2024-12-20 Call
 

Master data

WKN: PF9RT6
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-12-20
Issue date: 2021-05-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 3.11
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 2.35
Implied volatility: 0.42
Historic volatility: 0.29
Parity: 2.35
Time value: 0.33
Break-even: 868.00
Moneyness: 1.39
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 2.29%
Delta: 0.89
Theta: -0.16
Omega: 2.76
Rho: 3.09
 

Quote data

Open: 2.560
High: 2.680
Low: 2.480
Previous Close: 2.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month
  -18.15%
3 Months  
+14.16%
YTD  
+91.37%
1 Year  
+224.39%
3 Years     -
5 Years     -
1W High / 1W Low: 2.680 2.450
1M High / 1M Low: 3.440 2.450
6M High / 6M Low: 3.820 0.650
High (YTD): 2024-03-07 3.820
Low (YTD): 2024-01-05 1.070
52W High: 2024-03-07 3.820
52W Low: 2023-09-26 0.570
Avg. price 1W:   2.584
Avg. volume 1W:   0.000
Avg. price 1M:   3.049
Avg. volume 1M:   0.000
Avg. price 6M:   2.062
Avg. volume 6M:   3.175
Avg. price 1Y:   1.570
Avg. volume 1Y:   6.266
Volatility 1M:   88.32%
Volatility 6M:   102.39%
Volatility 1Y:   105.83%
Volatility 3Y:   -