BNP Paribas Call 700 AVS 21.06.20.../  DE000PC8HBT4  /

Frankfurt Zert./BNP
2024-05-23  4:21:12 PM Chg.+0.040 Bid4:47:59 PM Ask4:47:59 PM Underlying Strike price Expiration date Option type
0.150EUR +36.36% 0.130
Bid Size: 20,000
0.140
Ask Size: 20,000
ASM INTL N.V. E... 700.00 EUR 2024-06-21 Call
 

Master data

WKN: PC8HBT
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 2024-06-21
Issue date: 2024-04-17
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 34.64
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.38
Parity: -0.42
Time value: 0.19
Break-even: 719.00
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 2.04
Spread abs.: 0.08
Spread %: 72.73%
Delta: 0.35
Theta: -0.57
Omega: 12.16
Rho: 0.17
 

Quote data

Open: 0.140
High: 0.150
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+68.54%
1 Month  
+194.12%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.089
1M High / 1M Low: 0.130 0.051
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   414.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -