BNP Paribas Call 700 AVS 20.09.2024
/ DE000PC5CVJ0
BNP Paribas Call 700 AVS 20.09.20.../ DE000PC5CVJ0 /
| 5/27/2024 8:15:05 AM |
Chg.+0.030 |
Bid2:40:37 PM |
Ask2:40:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
0.450
Bid Size: 20,000 |
0.460
Ask Size: 20,000 |
ASM INTL N.V. E... |
700.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
-0.32 |
| Time value: |
0.55 |
| Break-even: |
755.00 |
| Moneyness: |
0.95 |
| Premium: |
0.13 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.08 |
| Spread %: |
17.02% |
| Delta: |
0.49 |
| Theta: |
-0.31 |
| Omega: |
5.98 |
| Rho: |
0.87 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
+74.07% |
| 3 Months |
|
|
+51.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.370 |
| 1M High / 1M Low: |
0.480 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
