BNP Paribas Call 650 AVS 21.06.2024
/ DE000PC5CU97
BNP Paribas Call 650 AVS 21.06.20.../ DE000PC5CU97 /
23/05/2024 08:15:18 |
Chg.+0.060 |
Bid20:02:42 |
Ask20:02:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+19.35% |
0.350 Bid Size: 8,572 |
0.430 Ask Size: 6,977 |
ASM INTL N.V. E... |
650.00 EUR |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
20/06/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.45 |
Historic volatility: |
0.38 |
Parity: |
0.08 |
Time value: |
0.30 |
Break-even: |
688.00 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.08 |
Spread %: |
26.67% |
Delta: |
0.57 |
Theta: |
-0.59 |
Omega: |
9.94 |
Rho: |
0.27 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.17% |
1 Month |
|
|
+413.89% |
3 Months |
|
|
+42.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.230 |
1M High / 1M Low: |
0.310 |
0.072 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
630.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |