BNP Paribas Call 500 AVS 20.12.2024
/ DE000PC5CVK8
BNP Paribas Call 500 AVS 20.12.20.../ DE000PC5CVK8 /
| 26/09/2024 16:21:28 |
Chg.+0.160 |
Bid17:05:13 |
Ask17:05:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+17.39% |
1.010
Bid Size: 20,000 |
1.030
Ask Size: 20,000 |
ASM INTL N.V. E... |
500.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC5CVK |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
0.69 |
| Time value: |
0.30 |
| Break-even: |
599.00 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
7.61% |
| Delta: |
0.74 |
| Theta: |
-0.31 |
| Omega: |
4.28 |
| Rho: |
0.76 |
Quote data
| Open: |
1.030 |
| High: |
1.130 |
| Low: |
1.030 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-6.09% |
| 3 Months |
|
|
-50.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.880 |
| 1M High / 1M Low: |
1.290 |
0.720 |
| 6M High / 6M Low: |
2.560 |
0.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.552 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.46% |
| Volatility 6M: |
|
145.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
