BNP Paribas Call 650 AVS 20.09.2024
/ DE000PC5CVG6
BNP Paribas Call 650 AVS 20.09.20.../ DE000PC5CVG6 /
| 25/06/2024 21:20:50 |
Chg.+0.050 |
Bid21:40:16 |
Ask21:40:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+6.17% |
0.860
Bid Size: 4,000 |
0.940
Ask Size: 4,000 |
ASM INTL N.V. E... |
650.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
0.41 |
| Time value: |
0.47 |
| Break-even: |
738.00 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.08 |
| Spread %: |
10.00% |
| Delta: |
0.66 |
| Theta: |
-0.38 |
| Omega: |
5.19 |
| Rho: |
0.88 |
Quote data
| Open: |
0.780 |
| High: |
0.860 |
| Low: |
0.680 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.49% |
| 1 Month |
|
|
+21.13% |
| 3 Months |
|
|
+120.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.810 |
| 1M High / 1M Low: |
1.080 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
