BNP Paribas Call 700 AVS 20.12.2024
/ DE000PC5CVR3
BNP Paribas Call 700 AVS 20.12.20.../ DE000PC5CVR3 /
2024-09-20 8:19:00 AM |
Chg.+0.030 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
+21.43% |
- Bid Size: - |
- Ask Size: - |
ASM INTL N.V. E... |
700.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
PC5CVR |
Issuer: |
BNP PARIBAS |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-20 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
28.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.39 |
Parity: |
-1.38 |
Time value: |
0.20 |
Break-even: |
720.00 |
Moneyness: |
0.80 |
Premium: |
0.28 |
Premium p.a.: |
1.74 |
Spread abs.: |
0.07 |
Spread %: |
53.85% |
Delta: |
0.25 |
Theta: |
-0.28 |
Omega: |
7.13 |
Rho: |
0.30 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.43% |
1 Month |
|
|
-37.04% |
3 Months |
|
|
-83.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.140 |
1M High / 1M Low: |
0.270 |
0.110 |
6M High / 6M Low: |
1.070 |
0.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.150 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.178 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.509 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.72% |
Volatility 6M: |
|
225.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |