BNP Paribas Call 550 AVS 20.09.2024
/ DE000PC5CVB7
BNP Paribas Call 550 AVS 20.09.20.../ DE000PC5CVB7 /
6/12/2024 10:21:22 AM |
Chg.-0.060 |
Bid10:38:42 AM |
Ask10:38:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.540EUR |
-3.75% |
1.570 Bid Size: 20,000 |
1.590 Ask Size: 20,000 |
ASM INTL N.V. E... |
550.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
PC5CVB |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
2/20/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.44 |
Implied volatility: |
0.54 |
Historic volatility: |
0.37 |
Parity: |
1.44 |
Time value: |
0.24 |
Break-even: |
718.00 |
Moneyness: |
1.26 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.09 |
Spread %: |
5.66% |
Delta: |
0.84 |
Theta: |
-0.28 |
Omega: |
3.47 |
Rho: |
1.14 |
Quote data
Open: |
1.620 |
High: |
1.620 |
Low: |
1.540 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.32% |
1 Month |
|
|
+50.98% |
3 Months |
|
|
+92.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.600 |
1.450 |
1M High / 1M Low: |
1.600 |
1.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.536 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.308 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |