BNP Paribas Call 450 ASME 20.12.2024
/ DE000PF9RT35
BNP Paribas Call 450 ASME 20.12.2.../ DE000PF9RT35 /
2024-05-03 8:40:03 AM |
Chg.-0.02 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.77EUR |
-0.53% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
450.00 - |
2024-12-20 |
Call |
Master data
WKN: |
PF9RT3 |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2021-05-07 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.97 |
Intrinsic value: |
3.86 |
Implied volatility: |
0.54 |
Historic volatility: |
0.30 |
Parity: |
3.86 |
Time value: |
0.18 |
Break-even: |
854.00 |
Moneyness: |
1.86 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.06 |
Spread %: |
1.51% |
Delta: |
0.96 |
Theta: |
-0.11 |
Omega: |
1.98 |
Rho: |
2.50 |
Quote data
Open: |
3.77 |
High: |
3.77 |
Low: |
3.77 |
Previous Close: |
3.79 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.71% |
1 Month |
|
|
-15.28% |
3 Months |
|
|
-5.51% |
YTD |
|
|
+46.12% |
1 Year |
|
|
+106.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
4.27 |
3.77 |
1M High / 1M Low: |
4.83 |
3.77 |
6M High / 6M Low: |
5.17 |
1.77 |
High (YTD): |
2024-03-08 |
5.17 |
Low (YTD): |
2024-01-05 |
2.14 |
52W High: |
2024-03-08 |
5.17 |
52W Low: |
2023-09-26 |
1.39 |
Avg. price 1W: |
|
3.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.39 |
Avg. volume 6M: |
|
5.65 |
Avg. price 1Y: |
|
2.70 |
Avg. volume 1Y: |
|
2.93 |
Volatility 1M: |
|
68.19% |
Volatility 6M: |
|
65.15% |
Volatility 1Y: |
|
68.66% |
Volatility 3Y: |
|
- |