BNP Paribas Call 600 AVS 20.12.2024
/ DE000PC5CVN2
BNP Paribas Call 600 AVS 20.12.20.../ DE000PC5CVN2 /
| 21/06/2024 21:20:38 |
Chg.-0.110 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
-6.55% |
1.570
Bid Size: 4,000 |
1.660
Ask Size: 4,000 |
ASM INTL N.V. E... |
600.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
PC5CVN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.37 |
| Parity: |
1.10 |
| Time value: |
0.56 |
| Break-even: |
766.00 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
5.73% |
| Delta: |
0.76 |
| Theta: |
-0.26 |
| Omega: |
3.23 |
| Rho: |
1.84 |
Quote data
| Open: |
1.630 |
| High: |
1.630 |
| Low: |
1.510 |
| Previous Close: |
1.680 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.85% |
| 1 Month |
|
|
+28.69% |
| 3 Months |
|
|
+121.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.470 |
| 1M High / 1M Low: |
1.680 |
1.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
