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BNP Paribas Call 700 ASME 20.12.2.../  DE000PF9RT84  /

Frankfurt Zert./BNP
2024-04-25  9:20:20 PM Chg.+0.030 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
1.880EUR +1.62% 1.860
Bid Size: 10,100		 1.960
Ask Size: 10,100		 ASML HOLDING EO -... 700.00 - 2024-12-20 Call
 

Master data

WKN: PF9RT8
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-12-20
Issue date: 2021-05-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 4.39
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 1.35
Implied volatility: 0.39
Historic volatility: 0.29
Parity: 1.35
Time value: 0.55
Break-even: 890.00
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 3.26%
Delta: 0.79
Theta: -0.21
Omega: 3.45
Rho: 3.05
 

Quote data

Open: 1.780
High: 1.890
Low: 1.720
Previous Close: 1.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.08%
1 Month
  -23.89%
3 Months  
+13.25%
YTD  
+132.10%
1 Year  
+268.63%
3 Years     -
5 Years     -
1W High / 1W Low: 1.890 1.700
1M High / 1M Low: 2.610 1.700
6M High / 6M Low: 2.970 0.330
High (YTD): 2024-03-07 2.970
Low (YTD): 2024-01-05 0.570
52W High: 2024-03-07 2.970
52W Low: 2023-09-26 0.280
Avg. price 1W:   1.810
Avg. volume 1W:   0.000
Avg. price 1M:   2.269
Avg. volume 1M:   47.619
Avg. price 6M:   1.399
Avg. volume 6M:   167.460
Avg. price 1Y:   1.027
Avg. volume 1Y:   91.992
Volatility 1M:   108.15%
Volatility 6M:   132.52%
Volatility 1Y:   131.01%
Volatility 3Y:   -