BNP Paribas Call 600 AVS 20.06.2025
/ DE000PC9WA51
BNP Paribas Call 600 AVS 20.06.20.../ DE000PC9WA51 /
2024-06-25 5:21:09 PM |
Chg.+0.060 |
Bid5:53:49 PM |
Ask5:53:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.790EUR |
+3.47% |
1.790 Bid Size: 4,000 |
1.870 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: |
3.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.59 |
Intrinsic value: |
0.91 |
Implied volatility: |
0.47 |
Historic volatility: |
0.37 |
Parity: |
0.91 |
Time value: |
0.89 |
Break-even: |
780.00 |
Moneyness: |
1.15 |
Premium: |
0.13 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.08 |
Spread %: |
4.65% |
Delta: |
0.73 |
Theta: |
-0.18 |
Omega: |
2.80 |
Rho: |
3.20 |
Quote data
Open: |
1.700 |
High: |
1.790 |
Low: |
1.580 |
Previous Close: |
1.730 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.72% |
1 Month |
|
|
+14.74% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.010 |
1.730 |
1M High / 1M Low: |
2.010 |
1.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.860 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.662 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |