BNP Paribas Call 600 AVS 21.06.2024
/ DE000PC5CU89
BNP Paribas Call 600 AVS 21.06.20.../ DE000PC5CU89 /
| 12/06/2024 08:17:13 |
Chg.+0.040 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
600.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
PC5CU8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.37 |
| Parity: |
0.94 |
| Time value: |
0.10 |
| Break-even: |
704.00 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.11 |
| Spread %: |
11.83% |
| Delta: |
0.84 |
| Theta: |
-1.51 |
| Omega: |
5.62 |
| Rho: |
0.12 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+146.15% |
| 3 Months |
|
|
+152.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.780 |
| 1M High / 1M Low: |
0.960 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
