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BNP Paribas Call 640 ASME 20.06.2.../  DE000PC1CA46  /

Frankfurt Zert./BNP
2024-06-07  9:20:27 PM Chg.-0.660 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
35.360EUR -1.83% 35.370
Bid Size: 700		 35.870
Ask Size: 700		 ASML HOLDING EO -... 640.00 EUR 2025-06-20 Call
 

Master data

WKN: PC1CA4
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 640.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-07
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.68
Leverage: Yes

Calculated values

Fair value: 35.02
Intrinsic value: 31.89
Implied volatility: 0.36
Historic volatility: 0.30
Parity: 31.89
Time value: 3.90
Break-even: 997.90
Moneyness: 1.50
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.50
Spread %: 1.42%
Delta: 0.92
Theta: -0.12
Omega: 2.46
Rho: 5.40
 

Quote data

Open: 36.100
High: 36.430
Low: 35.360
Previous Close: 36.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.71%
1 Month  
+35.12%
3 Months  
+7.58%
YTD  
+164.87%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 36.020 27.850
1M High / 1M Low: 36.020 25.570
6M High / 6M Low: 36.910 10.460
High (YTD): 2024-03-07 36.910
Low (YTD): 2024-01-05 10.460
52W High: - -
52W Low: - -
Avg. price 1W:   32.592
Avg. volume 1W:   0.000
Avg. price 1M:   28.580
Avg. volume 1M:   0.000
Avg. price 6M:   24.614
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.27%
Volatility 6M:   100.91%
Volatility 1Y:   -
Volatility 3Y:   -