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

EUWAX
9/20/2024  8:09:22 AM Chg.+0.023 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.110EUR +26.44% -
Bid Size: -
-
Ask Size: -
ASM INTL N.V. E... 750.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 4/30/2024
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 37.45
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.39
Parity: -1.88
Time value: 0.15
Break-even: 765.00
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 2.50
Spread abs.: 0.07
Spread %: 82.93%
Delta: 0.19
Theta: -0.25
Omega: 7.30
Rho: 0.23
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.087
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month
  -38.89%
3 Months
  -85.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.087
1M High / 1M Low: 0.180 0.070
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -