BNP Paribas Call 650 AVS 20.09.2024
/ DE000PC5CVG6
BNP Paribas Call 650 AVS 20.09.20.../ DE000PC5CVG6 /
2024-05-24 9:20:46 PM |
Chg.+0.020 |
Bid9:43:35 PM |
Ask9:43:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+2.90% |
0.700 Bid Size: 4,286 |
0.780 Ask Size: 4,000 |
ASM INTL N.V. E... |
650.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
PC5CVG |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
650.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.18 |
Implied volatility: |
0.43 |
Historic volatility: |
0.37 |
Parity: |
0.18 |
Time value: |
0.60 |
Break-even: |
728.00 |
Moneyness: |
1.03 |
Premium: |
0.09 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.08 |
Spread %: |
11.43% |
Delta: |
0.61 |
Theta: |
-0.30 |
Omega: |
5.25 |
Rho: |
1.07 |
Quote data
Open: |
0.670 |
High: |
0.710 |
Low: |
0.650 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.52% |
1 Month |
|
|
+31.48% |
3 Months |
|
|
+91.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.620 |
1M High / 1M Low: |
0.710 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.658 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |