BNP Paribas Call 550 AVS 20.12.2024
/ DE000PC5CVM4
BNP Paribas Call 550 AVS 20.12.20.../ DE000PC5CVM4 /
| 2024-09-26 4:21:09 PM |
Chg.+0.140 |
Bid4:39:02 PM |
Ask4:39:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+23.73% |
0.710
Bid Size: 20,000 |
0.720
Ask Size: 20,000 |
ASM INTL N.V. E... |
550.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
PC5CVM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
0.19 |
| Time value: |
0.47 |
| Break-even: |
616.00 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.07 |
| Spread %: |
11.86% |
| Delta: |
0.62 |
| Theta: |
-0.33 |
| Omega: |
5.31 |
| Rho: |
0.66 |
Quote data
| Open: |
0.680 |
| High: |
0.770 |
| Low: |
0.680 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.95% |
| 1 Month |
|
|
-8.75% |
| 3 Months |
|
|
-59.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.570 |
| 1M High / 1M Low: |
0.920 |
0.470 |
| 6M High / 6M Low: |
2.120 |
0.470 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
31.522 |
| Avg. price 6M: |
|
1.202 |
| Avg. volume 6M: |
|
11.240 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.98% |
| Volatility 6M: |
|
169.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
