BNP Paribas Call 600 AVS 19.12.2025
/ DE000PC9WA85
BNP Paribas Call 600 AVS 19.12.20.../ DE000PC9WA85 /
| 2024-06-14 9:20:40 PM |
Chg.-0.100 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
-5.00% |
1.910
Bid Size: 4,000 |
1.990
Ask Size: 4,000 |
ASM INTL N.V. E... |
600.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
PC9WA8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-12-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.36 |
| Parity: |
0.76 |
| Time value: |
1.23 |
| Break-even: |
799.00 |
| Moneyness: |
1.13 |
| Premium: |
0.18 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
4.19% |
| Delta: |
0.72 |
| Theta: |
-0.15 |
| Omega: |
2.45 |
| Rho: |
4.37 |
Quote data
| Open: |
2.000 |
| High: |
2.050 |
| Low: |
1.870 |
| Previous Close: |
2.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.56% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.900 |
| 1M High / 1M Low: |
2.010 |
1.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.976 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
