BNP Paribas Call 600 AVS 20.12.2024
/ DE000PC5CVN2
BNP Paribas Call 600 AVS 20.12.20.../ DE000PC5CVN2 /
| 2024-09-26 8:18:17 AM |
Chg.+0.090 |
Bid1:27:20 PM |
Ask1:27:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+27.27% |
0.490
Bid Size: 20,000 |
0.500
Ask Size: 20,000 |
ASM INTL N.V. E... |
600.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.39 |
| Parity: |
-0.31 |
| Time value: |
0.43 |
| Break-even: |
643.00 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.07 |
| Spread %: |
19.44% |
| Delta: |
0.47 |
| Theta: |
-0.34 |
| Omega: |
6.24 |
| Rho: |
0.52 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
-27.59% |
| 3 Months |
|
|
-71.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.330 |
| 1M High / 1M Low: |
0.620 |
0.290 |
| 6M High / 6M Low: |
1.710 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.916 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.60% |
| Volatility 6M: |
|
204.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
