BNP Paribas Call 600 AVS 20.12.2024
/ DE000PC5CVN2
BNP Paribas Call 600 AVS 20.12.20.../ DE000PC5CVN2 /
| 9/25/2024 6:20:59 PM |
Chg.+0.010 |
Bid9/25/2024 |
Ask9/25/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.360
Bid Size: 8,334 |
0.430
Ask Size: 6,977 |
ASM INTL N.V. E... |
600.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.39 |
| Parity: |
-0.36 |
| Time value: |
0.42 |
| Break-even: |
642.00 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.07 |
| Spread %: |
20.00% |
| Delta: |
0.46 |
| Theta: |
-0.34 |
| Omega: |
6.19 |
| Rho: |
0.51 |
Quote data
| Open: |
0.330 |
| High: |
0.380 |
| Low: |
0.320 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
-75.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.340 |
| 1M High / 1M Low: |
0.620 |
0.290 |
| 6M High / 6M Low: |
1.720 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.422 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.912 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.91% |
| Volatility 6M: |
|
190.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
