BNP Paribas Call 500 AVS 20.09.2024
/ DE000PC5CVA9
BNP Paribas Call 500 AVS 20.09.20.../ DE000PC5CVA9 /
| 6/11/2024 9:20:51 PM |
Chg.+0.010 |
Bid9:50:13 PM |
Ask9:50:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+0.49% |
2.040
Bid Size: 4,000 |
2.130
Ask Size: 4,000 |
ASM INTL N.V. E... |
500.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
1.92 |
| Time value: |
0.20 |
| Break-even: |
712.00 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.09 |
| Spread %: |
4.43% |
| Delta: |
0.88 |
| Theta: |
-0.26 |
| Omega: |
2.88 |
| Rho: |
1.10 |
Quote data
| Open: |
2.040 |
| High: |
2.060 |
| Low: |
2.010 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.93% |
| 1 Month |
|
|
+46.76% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.030 |
1.620 |
| 1M High / 1M Low: |
2.030 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.713 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
