BNP Paribas Call 700 AVS 20.09.2024
/ DE000PC5CVJ0
BNP Paribas Call 700 AVS 20.09.20.../ DE000PC5CVJ0 /
| 2024-06-17 6:20:57 PM |
Chg.+0.080 |
Bid6:41:07 PM |
Ask6:41:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+16.33% |
0.580
Bid Size: 5,173 |
0.660
Ask Size: 4,546 |
ASM INTL N.V. E... |
700.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
PC5CVJ |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.37 |
| Parity: |
-0.24 |
| Time value: |
0.58 |
| Break-even: |
758.00 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.08 |
| Spread %: |
16.00% |
| Delta: |
0.51 |
| Theta: |
-0.37 |
| Omega: |
5.90 |
| Rho: |
0.74 |
Quote data
| Open: |
0.500 |
| High: |
0.590 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.64% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
+147.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.490 |
| 1M High / 1M Low: |
0.560 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
220 |
| Avg. price 1M: |
|
0.459 |
| Avg. volume 1M: |
|
52.381 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
