BNP Paribas Call 750 AVS 20.12.20.../  DE000PC83585  /

EUWAX
20/06/2024  12:57:55 Chg.+0.220 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.840EUR +35.48% -
Bid Size: -
-
Ask Size: -
ASM INTL N.V. E... 750.00 EUR 20/12/2024 Call
 

Master data

WKN: PC8358
Issuer: BNP PARIBAS
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 750.00 EUR
Maturity: 20/12/2024
Issue date: 30/04/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 9.62
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.37
Parity: -0.57
Time value: 0.72
Break-even: 822.00
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.41
Spread abs.: 0.02
Spread %: 2.86%
Delta: 0.49
Theta: -0.27
Omega: 4.71
Rho: 1.34
 

Quote data

Open: 0.690
High: 0.840
Low: 0.690
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+75.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.580
1M High / 1M Low: 0.840 0.450
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -