BNP Paribas Call 550 AVS 21.06.2024
/ DE000PC5CU71
BNP Paribas Call 550 AVS 21.06.20.../ DE000PC5CU71 /
| 5/27/2024 3:21:04 PM |
Chg.-0.030 |
Bid3:48:10 PM |
Ask3:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-2.52% |
1.140
Bid Size: 20,000 |
1.160
Ask Size: 20,000 |
ASM INTL N.V. E... |
550.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
PC5CU7 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.36 |
| Parity: |
1.18 |
| Time value: |
0.10 |
| Break-even: |
678.00 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.09 |
| Spread %: |
7.56% |
| Delta: |
0.88 |
| Theta: |
-0.56 |
| Omega: |
4.57 |
| Rho: |
0.31 |
Quote data
| Open: |
1.190 |
| High: |
1.200 |
| Low: |
1.120 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.41% |
| 1 Month |
|
|
+39.76% |
| 3 Months |
|
|
+103.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.070 |
| 1M High / 1M Low: |
1.190 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
