BNP Paribas Call 620 ASME 20.06.2025
/ DE000PC1CA38
BNP Paribas Call 620 ASME 20.06.2.../ DE000PC1CA38 /
| 2024-06-07 10:15:24 AM |
Chg.+0.24 |
Bid10:00:02 PM |
Ask10:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 38.14EUR |
+0.63% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
620.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
PC1CA3 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
620.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
36.78 |
| Intrinsic value: |
33.89 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
33.89 |
| Time value: |
3.65 |
| Break-even: |
995.40 |
| Moneyness: |
1.55 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.50 |
| Spread %: |
1.35% |
| Delta: |
0.93 |
| Theta: |
-0.12 |
| Omega: |
2.37 |
| Rho: |
5.31 |
Quote data
| Open: |
38.14 |
| High: |
38.14 |
| Low: |
38.14 |
| Previous Close: |
37.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.71% |
| 1 Month |
|
|
+38.19% |
| 3 Months |
|
|
-0.18% |
| YTD |
|
|
+161.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
38.14 |
29.83 |
| 1M High / 1M Low: |
38.14 |
27.02 |
| 6M High / 6M Low: |
38.21 |
11.34 |
| High (YTD): |
2024-03-08 |
38.21 |
| Low (YTD): |
2024-01-05 |
11.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
33.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
29.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
25.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.81% |
| Volatility 6M: |
|
87.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
