BNP Paribas Call 650 AVS 21.06.2024
/ DE000PC5CU97
BNP Paribas Call 650 AVS 21.06.20.../ DE000PC5CU97 /
| 5/28/2024 8:15:42 AM |
Chg.-0.050 |
Bid5:39:25 PM |
Ask5:39:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-15.15% |
0.310
Bid Size: 9,678 |
0.390
Ask Size: 7,693 |
ASM INTL N.V. E... |
650.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
PC5CU9 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.36 |
| Parity: |
0.12 |
| Time value: |
0.26 |
| Break-even: |
688.00 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.08 |
| Spread %: |
26.67% |
| Delta: |
0.60 |
| Theta: |
-0.66 |
| Omega: |
10.38 |
| Rho: |
0.23 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+86.67% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.280 |
| 1M High / 1M Low: |
0.370 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
