BNP Paribas Call 650 AVS 20.12.2024
/ DE000PC5CVQ5
BNP Paribas Call 650 AVS 20.12.20.../ DE000PC5CVQ5 /
21/06/2024 08:20:55 |
Chg.-0.040 |
Bid21/06/2024 |
Ask21/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.300EUR |
-2.99% |
1.300 Bid Size: 4,000 |
1.380 Ask Size: 4,000 |
ASM INTL N.V. E... |
650.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.47 |
Historic volatility: |
0.37 |
Parity: |
0.43 |
Time value: |
0.75 |
Break-even: |
768.00 |
Moneyness: |
1.07 |
Premium: |
0.11 |
Premium p.a.: |
0.23 |
Spread abs.: |
-0.01 |
Spread %: |
-0.84% |
Delta: |
0.66 |
Theta: |
-0.27 |
Omega: |
3.87 |
Rho: |
1.70 |
Quote data
Open: |
1.300 |
High: |
1.300 |
Low: |
1.300 |
Previous Close: |
1.340 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+28.71% |
1 Month |
|
|
+47.73% |
3 Months |
|
|
+124.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.340 |
1.010 |
1M High / 1M Low: |
1.340 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |