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

EUWAX
2024-06-17  8:41:19 AM Chg.-0.034 Bid12:26:22 PM Ask12:26:22 PM Underlying Strike price Expiration date Option type
0.046EUR -42.50% 0.074
Bid Size: 20,000
0.094
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: 48.27
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.37
Parity: -0.24
Time value: 0.14
Break-even: 714.00
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.09
Spread %: 191.67%
Delta: 0.36
Theta: -2.81
Omega: 17.49
Rho: 0.03
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.89%
1 Month
  -45.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.080
1M High / 1M Low: 0.140 0.027
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:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,415.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -