BNP Paribas Call 700 AVS 19.12.20.../  DE000PC9WA77  /

EUWAX
2024-09-20  9:07:14 AM Chg.+0.070 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.700EUR +11.11% -
Bid Size: -
-
Ask Size: -
ASM INTL N.V. E... 700.00 EUR 2025-12-19 Call
 

Master data

WKN: PC9WA7
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 2025-12-19
Issue date: 2024-05-15
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 8.14
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.39
Parity: -1.38
Time value: 0.69
Break-even: 769.00
Moneyness: 0.80
Premium: 0.37
Premium p.a.: 0.29
Spread abs.: 0.07
Spread %: 11.29%
Delta: 0.45
Theta: -0.13
Omega: 3.63
Rho: 2.26
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.630
Turnover: 700
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.90%
1 Month
  -19.54%
3 Months
  -58.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.620
1M High / 1M Low: 0.870 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.648
Avg. volume 1W:   200
Avg. price 1M:   0.693
Avg. volume 1M:   45.455
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -