BNP Paribas Call 650 AVS 20.09.2024
/ DE000PC5CVG6
BNP Paribas Call 650 AVS 20.09.20.../ DE000PC5CVG6 /
| 2024-06-21 9:20:50 PM |
Chg.-0.110 |
Bid2024-06-21 |
Ask2024-06-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-10.19% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
0.60 |
| Time value: |
0.45 |
| Break-even: |
755.00 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.08 |
| Spread %: |
8.25% |
| Delta: |
0.70 |
| Theta: |
-0.38 |
| Omega: |
4.71 |
| Rho: |
0.96 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
0.910 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.23% |
| 1 Month |
|
|
+36.62% |
| 3 Months |
|
|
+162.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.880 |
| 1M High / 1M Low: |
1.080 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
