BNP Paribas Call 700 AVS 21.06.20.../  DE000PC8HBT4  /

EUWAX
2024-05-31  8:40:26 AM Chg.-0.012 Bid9:10:45 AM Ask9:10:45 AM Underlying Strike price Expiration date Option type
0.047EUR -20.34% 0.044
Bid Size: 20,000
0.064
Ask Size: 20,000
ASM INTL N.V. E... 700.00 EUR 2024-06-21 Call
 

Master data

WKN: PC8HBT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 2024-06-21
Issue date: 2024-04-17
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 43.80
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.36
Parity: -0.43
Time value: 0.15
Break-even: 715.00
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 3.07
Spread abs.: 0.07
Spread %: 97.37%
Delta: 0.32
Theta: -0.64
Omega: 14.04
Rho: 0.12
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -53.00%
1 Month
  -47.19%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.059
1M High / 1M Low: 0.140 0.059
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   316.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -