BNP Paribas Call 500 AVS 20.09.2024
/ DE000PC5CVA9
BNP Paribas Call 500 AVS 20.09.20.../ DE000PC5CVA9 /
| 31/05/2024 21:20:51 |
Chg.-0.090 |
Bid21:59:39 |
Ask21:59:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.590EUR |
-5.36% |
1.610
Bid Size: 4,000 |
1.690
Ask Size: 4,000 |
ASM INTL N.V. E... |
500.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
PC5CVA |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.36 |
| Parity: |
1.40 |
| Time value: |
0.29 |
| Break-even: |
669.00 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.08 |
| Spread %: |
4.97% |
| Delta: |
0.83 |
| Theta: |
-0.28 |
| Omega: |
3.13 |
| Rho: |
1.10 |
Quote data
| Open: |
1.680 |
| High: |
1.680 |
| Low: |
1.570 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.64% |
| 1 Month |
|
|
+41.96% |
| 3 Months |
|
|
+45.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.590 |
| 1M High / 1M Low: |
1.820 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
