BNP Paribas Call 650 AVS 20.12.2024
/ DE000PC5CVQ5
BNP Paribas Call 650 AVS 20.12.20.../ DE000PC5CVQ5 /
2024-06-24 3:21:07 PM |
Chg.-0.080 |
Bid3:52:32 PM |
Ask3:52:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.160EUR |
-6.45% |
1.100 Bid Size: 20,000 |
1.110 Ask Size: 20,000 |
ASM INTL N.V. E... |
650.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PC5CVQ |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
650.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.49 |
Historic volatility: |
0.37 |
Parity: |
0.60 |
Time value: |
0.72 |
Break-even: |
782.00 |
Moneyness: |
1.09 |
Premium: |
0.10 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.08 |
Spread %: |
6.45% |
Delta: |
0.68 |
Theta: |
-0.28 |
Omega: |
3.68 |
Rho: |
1.74 |
Quote data
Open: |
1.250 |
High: |
1.250 |
Low: |
1.160 |
Previous Close: |
1.240 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.87% |
1 Month |
|
|
+20.83% |
3 Months |
|
|
+118.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.340 |
1.150 |
1M High / 1M Low: |
1.340 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.216 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.028 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |