BNP Paribas Call 550 AVS 21.03.2025
/ DE000PC9R3S6
BNP Paribas Call 550 AVS 21.03.20.../ DE000PC9R3S6 /
6/24/2024 8:09:54 AM |
Chg.-0.05 |
Bid9:57:12 AM |
Ask9:57:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.12EUR |
-2.30% |
2.06 Bid Size: 20,000 |
2.08 Ask Size: 20,000 |
ASM INTL N.V. E... |
550.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
PC9R3S |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/14/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.94 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.52 |
Historic volatility: |
0.37 |
Parity: |
1.60 |
Time value: |
0.58 |
Break-even: |
768.00 |
Moneyness: |
1.29 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.09 |
Spread %: |
4.31% |
Delta: |
0.80 |
Theta: |
-0.20 |
Omega: |
2.62 |
Rho: |
2.61 |
Quote data
Open: |
2.12 |
High: |
2.12 |
Low: |
2.12 |
Previous Close: |
2.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.22% |
1 Month |
|
|
+25.44% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.26 |
1.84 |
1M High / 1M Low: |
2.26 |
1.57 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.82 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |