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BNP Paribas Call 450 ASME 20.12.2.../  DE000PF9RT35  /

EUWAX
2024-06-12  8:43:38 AM Chg.-0.02 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
5.22EUR -0.38% -
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: 1.82
Leverage: Yes

Calculated values

Fair value: 5.18
Intrinsic value: 5.09
Implied volatility: 0.73
Historic volatility: 0.30
Parity: 5.09
Time value: 0.19
Break-even: 978.00
Moneyness: 2.13
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 1.34%
Delta: 0.96
Theta: -0.15
Omega: 1.74
Rho: 2.05
 

Quote data

Open: 5.22
High: 5.22
Low: 5.22
Previous Close: 5.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+26.09%
3 Months  
+17.83%
YTD  
+102.33%
1 Year  
+100.00%
3 Years  
+180.65%
5 Years     -
10 Years     -
1W High / 1W Low: 5.24 4.35
1M High / 1M Low: 5.24 4.04
6M High / 6M Low: 5.24 2.14
High (YTD): 2024-06-11 5.24
Low (YTD): 2024-01-05 2.14
52W High: 2024-06-11 5.24
52W Low: 2023-09-26 1.39
Avg. price 1W:   5.00
Avg. volume 1W:   50
Avg. price 1M:   4.45
Avg. volume 1M:   11.36
Avg. price 6M:   3.89
Avg. volume 6M:   7.60
Avg. price 1Y:   2.92
Avg. volume 1Y:   3.71
Volatility 1M:   70.53%
Volatility 6M:   67.45%
Volatility 1Y:   67.05%
Volatility 3Y:   84.10%