BNP Paribas Call 600 AVS 20.06.2025
/ DE000PC9WA51
BNP Paribas Call 600 AVS 20.06.20.../ DE000PC9WA51 /
| 2024-06-20 5:21:14 PM |
Chg.+0.210 |
Bid6:00:40 PM |
Ask6:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.040EUR |
+11.48% |
2.030
Bid Size: 4,000 |
2.110
Ask Size: 4,000 |
ASM INTL N.V. E... |
600.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
PC9WA5 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-15 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.37 |
| Parity: |
0.93 |
| Time value: |
0.90 |
| Break-even: |
783.00 |
| Moneyness: |
1.15 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.08% |
| Delta: |
0.73 |
| Theta: |
-0.18 |
| Omega: |
2.77 |
| Rho: |
3.24 |
Quote data
| Open: |
1.850 |
| High: |
2.080 |
| Low: |
1.850 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.840 |
1.640 |
| 1M High / 1M Low: |
1.840 |
1.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
