BNP Paribas Call 450 ASME 20.12.2024
/ DE000PF9RT35
BNP Paribas Call 450 ASME 20.12.2.../ DE000PF9RT35 /
| 03/05/2024 08:40:03 |
Chg.-0.02 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
-0.53% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
450.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/05/2021 |
| Last trading day: |
19/12/2024 |
| 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): |
08/03/2024 |
5.17 |
| Low (YTD): |
05/01/2024 |
2.14 |
| 52W High: |
08/03/2024 |
5.17 |
| 52W Low: |
26/09/2023 |
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: |
|
- |
